CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 0.9568 0.9549 -0.0019 -0.2% 0.9716
High 0.9568 0.9597 0.0029 0.3% 0.9719
Low 0.9568 0.9549 -0.0019 -0.2% 0.9571
Close 0.9568 0.9597 0.0029 0.3% 0.9621
Range 0.0000 0.0048 0.0048 0.0148
ATR 0.0057 0.0056 -0.0001 -1.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 0.9725 0.9709 0.9623
R3 0.9677 0.9661 0.9610
R2 0.9629 0.9629 0.9606
R1 0.9613 0.9613 0.9601 0.9621
PP 0.9581 0.9581 0.9581 0.9585
S1 0.9565 0.9565 0.9593 0.9573
S2 0.9533 0.9533 0.9588
S3 0.9485 0.9517 0.9584
S4 0.9437 0.9469 0.9571
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.0081 0.9999 0.9702
R3 0.9933 0.9851 0.9662
R2 0.9785 0.9785 0.9648
R1 0.9703 0.9703 0.9635 0.9670
PP 0.9637 0.9637 0.9637 0.9621
S1 0.9555 0.9555 0.9607 0.9522
S2 0.9489 0.9489 0.9594
S3 0.9341 0.9407 0.9580
S4 0.9193 0.9259 0.9540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9691 0.9549 0.0142 1.5% 0.0010 0.1% 34% False True 1
10 0.9754 0.9549 0.0205 2.1% 0.0012 0.1% 23% False True 1
20 1.0047 0.9549 0.0498 5.2% 0.0007 0.1% 10% False True 4
40 1.0241 0.9549 0.0692 7.2% 0.0004 0.0% 7% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 0.9801
2.618 0.9723
1.618 0.9675
1.000 0.9645
0.618 0.9627
HIGH 0.9597
0.618 0.9579
0.500 0.9573
0.382 0.9567
LOW 0.9549
0.618 0.9519
1.000 0.9501
1.618 0.9471
2.618 0.9423
4.250 0.9345
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 0.9589 0.9620
PP 0.9581 0.9612
S1 0.9573 0.9605

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These figures are updated between 7pm and 10pm EST after a trading day.

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