CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 1.0142 1.0125 -0.0017 -0.2% 1.0081
High 1.0172 1.0125 -0.0047 -0.5% 1.0172
Low 1.0113 1.0036 -0.0077 -0.8% 1.0036
Close 1.0146 1.0049 -0.0097 -1.0% 1.0049
Range 0.0059 0.0089 0.0030 50.8% 0.0136
ATR 0.0072 0.0075 0.0003 3.7% 0.0000
Volume 40 44 4 10.0% 350
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0337 1.0282 1.0098
R3 1.0248 1.0193 1.0073
R2 1.0159 1.0159 1.0065
R1 1.0104 1.0104 1.0057 1.0087
PP 1.0070 1.0070 1.0070 1.0062
S1 1.0015 1.0015 1.0041 0.9998
S2 0.9981 0.9981 1.0033
S3 0.9892 0.9926 1.0025
S4 0.9803 0.9837 1.0000
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0494 1.0407 1.0124
R3 1.0358 1.0271 1.0086
R2 1.0222 1.0222 1.0074
R1 1.0135 1.0135 1.0061 1.0111
PP 1.0086 1.0086 1.0086 1.0073
S1 0.9999 0.9999 1.0037 0.9975
S2 0.9950 0.9950 1.0024
S3 0.9814 0.9863 1.0012
S4 0.9678 0.9727 0.9974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0172 0.9941 0.0231 2.3% 0.0075 0.7% 47% False False 70
10 1.0172 0.9836 0.0336 3.3% 0.0051 0.5% 63% False False 107
20 1.0172 0.9709 0.0463 4.6% 0.0056 0.6% 73% False False 118
40 1.0172 0.9545 0.0627 6.2% 0.0037 0.4% 80% False False 61
60 1.0241 0.9545 0.0696 6.9% 0.0025 0.2% 72% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0503
2.618 1.0358
1.618 1.0269
1.000 1.0214
0.618 1.0180
HIGH 1.0125
0.618 1.0091
0.500 1.0081
0.382 1.0070
LOW 1.0036
0.618 0.9981
1.000 0.9947
1.618 0.9892
2.618 0.9803
4.250 0.9658
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 1.0081 1.0104
PP 1.0070 1.0086
S1 1.0060 1.0067

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

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