CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 0.9896 0.9925 0.0029 0.3% 0.9972
High 0.9896 0.9930 0.0034 0.3% 1.0067
Low 0.9836 0.9925 0.0089 0.9% 0.9892
Close 0.9844 0.9930 0.0086 0.9% 0.9926
Range 0.0060 0.0005 -0.0055 -91.7% 0.0175
ATR 0.0071 0.0072 0.0001 1.5% 0.0000
Volume 30 551 521 1,736.7% 1,365
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9943 0.9942 0.9933
R3 0.9938 0.9937 0.9931
R2 0.9933 0.9933 0.9931
R1 0.9932 0.9932 0.9930 0.9933
PP 0.9928 0.9928 0.9928 0.9929
S1 0.9927 0.9927 0.9930 0.9928
S2 0.9923 0.9923 0.9929
S3 0.9918 0.9922 0.9929
S4 0.9913 0.9917 0.9927
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0487 1.0381 1.0022
R3 1.0312 1.0206 0.9974
R2 1.0137 1.0137 0.9958
R1 1.0031 1.0031 0.9942 0.9997
PP 0.9962 0.9962 0.9962 0.9944
S1 0.9856 0.9856 0.9910 0.9822
S2 0.9787 0.9787 0.9894
S3 0.9612 0.9681 0.9878
S4 0.9437 0.9506 0.9830
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0067 0.9836 0.0231 2.3% 0.0068 0.7% 41% False False 387
10 1.0067 0.9819 0.0248 2.5% 0.0059 0.6% 45% False False 195
20 1.0067 0.9545 0.0522 5.3% 0.0048 0.5% 74% False False 101
40 1.0121 0.9545 0.0576 5.8% 0.0026 0.3% 67% False False 53
60 1.0241 0.9545 0.0696 7.0% 0.0018 0.2% 55% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9951
2.618 0.9943
1.618 0.9938
1.000 0.9935
0.618 0.9933
HIGH 0.9930
0.618 0.9928
0.500 0.9928
0.382 0.9927
LOW 0.9925
0.618 0.9922
1.000 0.9920
1.618 0.9917
2.618 0.9912
4.250 0.9904
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 0.9929 0.9914
PP 0.9928 0.9899
S1 0.9928 0.9883

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

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