CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 0.9709 0.9811 0.0102 1.1% 0.9588
High 0.9753 0.9811 0.0058 0.6% 0.9841
Low 0.9709 0.9740 0.0031 0.3% 0.9588
Close 0.9753 0.9740 -0.0013 -0.1% 0.9753
Range 0.0044 0.0071 0.0027 61.4% 0.0253
ATR 0.0063 0.0063 0.0001 0.9% 0.0000
Volume 4 31 27 675.0% 34
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9977 0.9929 0.9779
R3 0.9906 0.9858 0.9760
R2 0.9835 0.9835 0.9753
R1 0.9787 0.9787 0.9747 0.9776
PP 0.9764 0.9764 0.9764 0.9758
S1 0.9716 0.9716 0.9733 0.9705
S2 0.9693 0.9693 0.9727
S3 0.9622 0.9645 0.9720
S4 0.9551 0.9574 0.9701
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0486 1.0373 0.9892
R3 1.0233 1.0120 0.9823
R2 0.9980 0.9980 0.9799
R1 0.9867 0.9867 0.9776 0.9924
PP 0.9727 0.9727 0.9727 0.9756
S1 0.9614 0.9614 0.9730 0.9671
S2 0.9474 0.9474 0.9707
S3 0.9221 0.9361 0.9683
S4 0.8968 0.9108 0.9614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9841 0.9594 0.0247 2.5% 0.0054 0.6% 59% False False 12
10 0.9841 0.9545 0.0296 3.0% 0.0037 0.4% 66% False False 6
20 0.9841 0.9545 0.0296 3.0% 0.0023 0.2% 66% False False 6
40 1.0241 0.9545 0.0696 7.1% 0.0012 0.1% 28% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0113
2.618 0.9997
1.618 0.9926
1.000 0.9882
0.618 0.9855
HIGH 0.9811
0.618 0.9784
0.500 0.9776
0.382 0.9767
LOW 0.9740
0.618 0.9696
1.000 0.9669
1.618 0.9625
2.618 0.9554
4.250 0.9438
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 0.9776 0.9775
PP 0.9764 0.9763
S1 0.9752 0.9752

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

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