CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 0.9950 1.0081 0.0131 1.3% 0.9896
High 1.0100 1.0112 0.0012 0.1% 1.0100
Low 0.9941 1.0081 0.0140 1.4% 0.9836
Close 1.0092 1.0112 0.0020 0.2% 1.0092
Range 0.0159 0.0031 -0.0128 -80.5% 0.0264
ATR 0.0080 0.0076 -0.0003 -4.4% 0.0000
Volume 4 215 211 5,275.0% 617
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0195 1.0184 1.0129
R3 1.0164 1.0153 1.0121
R2 1.0133 1.0133 1.0118
R1 1.0122 1.0122 1.0115 1.0128
PP 1.0102 1.0102 1.0102 1.0104
S1 1.0091 1.0091 1.0109 1.0097
S2 1.0071 1.0071 1.0106
S3 1.0040 1.0060 1.0103
S4 1.0009 1.0029 1.0095
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0801 1.0711 1.0237
R3 1.0537 1.0447 1.0165
R2 1.0273 1.0273 1.0140
R1 1.0183 1.0183 1.0116 1.0228
PP 1.0009 1.0009 1.0009 1.0032
S1 0.9919 0.9919 1.0068 0.9964
S2 0.9745 0.9745 1.0044
S3 0.9481 0.9655 1.0019
S4 0.9217 0.9391 0.9947
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0112 0.9867 0.0245 2.4% 0.0048 0.5% 100% True False 160
10 1.0112 0.9836 0.0276 2.7% 0.0066 0.7% 100% True False 219
20 1.0112 0.9594 0.0518 5.1% 0.0055 0.5% 100% True False 113
40 1.0112 0.9545 0.0567 5.6% 0.0032 0.3% 100% True False 58
60 1.0241 0.9545 0.0696 6.9% 0.0021 0.2% 81% False False 40
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0244
2.618 1.0193
1.618 1.0162
1.000 1.0143
0.618 1.0131
HIGH 1.0112
0.618 1.0100
0.500 1.0097
0.382 1.0093
LOW 1.0081
0.618 1.0062
1.000 1.0050
1.618 1.0031
2.618 1.0000
4.250 0.9949
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 1.0107 1.0071
PP 1.0102 1.0030
S1 1.0097 0.9990

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

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