CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 0.9680 0.9766 0.0086 0.9% 0.9691
High 0.9761 0.9841 0.0080 0.8% 0.9691
Low 0.9680 0.9766 0.0086 0.9% 0.9545
Close 0.9761 0.9791 0.0030 0.3% 0.9545
Range 0.0081 0.0075 -0.0006 -7.4% 0.0146
ATR 0.0060 0.0061 0.0001 2.4% 0.0000
Volume 1 27 26 2,600.0% 4
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0024 0.9983 0.9832
R3 0.9949 0.9908 0.9812
R2 0.9874 0.9874 0.9805
R1 0.9833 0.9833 0.9798 0.9854
PP 0.9799 0.9799 0.9799 0.9810
S1 0.9758 0.9758 0.9784 0.9779
S2 0.9724 0.9724 0.9777
S3 0.9649 0.9683 0.9770
S4 0.9574 0.9608 0.9750
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0032 0.9934 0.9625
R3 0.9886 0.9788 0.9585
R2 0.9740 0.9740 0.9572
R1 0.9642 0.9642 0.9558 0.9618
PP 0.9594 0.9594 0.9594 0.9582
S1 0.9496 0.9496 0.9532 0.9472
S2 0.9448 0.9448 0.9518
S3 0.9302 0.9350 0.9505
S4 0.9156 0.9204 0.9465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9841 0.9545 0.0296 3.0% 0.0042 0.4% 83% True False 6
10 0.9841 0.9545 0.0296 3.0% 0.0026 0.3% 83% True False 3
20 0.9903 0.9545 0.0358 3.7% 0.0018 0.2% 69% False False 5
40 1.0241 0.9545 0.0696 7.1% 0.0009 0.1% 35% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0160
2.618 1.0037
1.618 0.9962
1.000 0.9916
0.618 0.9887
HIGH 0.9841
0.618 0.9812
0.500 0.9804
0.382 0.9795
LOW 0.9766
0.618 0.9720
1.000 0.9691
1.618 0.9645
2.618 0.9570
4.250 0.9447
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 0.9804 0.9767
PP 0.9799 0.9742
S1 0.9795 0.9718

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

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