CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 1.0081 1.0102 0.0021 0.2% 0.9896
High 1.0112 1.0137 0.0025 0.2% 1.0100
Low 1.0081 1.0102 0.0021 0.2% 0.9836
Close 1.0112 1.0137 0.0025 0.2% 1.0092
Range 0.0031 0.0035 0.0004 12.9% 0.0264
ATR 0.0076 0.0073 -0.0003 -3.9% 0.0000
Volume 215 51 -164 -76.3% 617
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0230 1.0219 1.0156
R3 1.0195 1.0184 1.0147
R2 1.0160 1.0160 1.0143
R1 1.0149 1.0149 1.0140 1.0155
PP 1.0125 1.0125 1.0125 1.0128
S1 1.0114 1.0114 1.0134 1.0120
S2 1.0090 1.0090 1.0131
S3 1.0055 1.0079 1.0127
S4 1.0020 1.0044 1.0118
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 1.0137 0.9867 0.0270 2.7% 0.0054 0.5% 100% True False 60
10 1.0137 0.9836 0.0301 3.0% 0.0061 0.6% 100% True False 223
20 1.0137 0.9680 0.0457 4.5% 0.0056 0.6% 100% True False 115
40 1.0137 0.9545 0.0592 5.8% 0.0033 0.3% 100% True False 60
60 1.0241 0.9545 0.0696 6.9% 0.0022 0.2% 85% False False 41
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0286
2.618 1.0229
1.618 1.0194
1.000 1.0172
0.618 1.0159
HIGH 1.0137
0.618 1.0124
0.500 1.0120
0.382 1.0115
LOW 1.0102
0.618 1.0080
1.000 1.0067
1.618 1.0045
2.618 1.0010
4.250 0.9953
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 1.0131 1.0104
PP 1.0125 1.0072
S1 1.0120 1.0039

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

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