CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 1.0320 1.0305 -0.0015 -0.1% 1.0304
High 1.0327 1.0338 0.0011 0.1% 1.0402
Low 1.0240 1.0261 0.0021 0.2% 1.0240
Close 1.0271 1.0267 -0.0004 0.0% 1.0267
Range 0.0087 0.0077 -0.0010 -11.5% 0.0162
ATR 0.0072 0.0073 0.0000 0.5% 0.0000
Volume 55 90 35 63.6% 339
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0520 1.0470 1.0309
R3 1.0443 1.0393 1.0288
R2 1.0366 1.0366 1.0281
R1 1.0316 1.0316 1.0274 1.0303
PP 1.0289 1.0289 1.0289 1.0282
S1 1.0239 1.0239 1.0260 1.0226
S2 1.0212 1.0212 1.0253
S3 1.0135 1.0162 1.0246
S4 1.0058 1.0085 1.0225
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0789 1.0690 1.0356
R3 1.0627 1.0528 1.0312
R2 1.0465 1.0465 1.0297
R1 1.0366 1.0366 1.0282 1.0335
PP 1.0303 1.0303 1.0303 1.0287
S1 1.0204 1.0204 1.0252 1.0173
S2 1.0141 1.0141 1.0237
S3 0.9979 1.0042 1.0222
S4 0.9817 0.9880 1.0178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0402 1.0240 0.0162 1.6% 0.0072 0.7% 17% False False 67
10 1.0450 1.0240 0.0210 2.0% 0.0082 0.8% 13% False False 70
20 1.0485 1.0240 0.0245 2.4% 0.0047 0.5% 11% False False 37
40 1.0651 1.0200 0.0451 4.4% 0.0025 0.2% 15% False False 23
60 1.0651 1.0015 0.0636 6.2% 0.0017 0.2% 40% False False 16
80 1.0651 0.9483 0.1168 11.4% 0.0013 0.1% 67% False False 13
100 1.0651 0.9483 0.1168 11.4% 0.0011 0.1% 67% False False 12
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0665
2.618 1.0540
1.618 1.0463
1.000 1.0415
0.618 1.0386
HIGH 1.0338
0.618 1.0309
0.500 1.0300
0.382 1.0290
LOW 1.0261
0.618 1.0213
1.000 1.0184
1.618 1.0136
2.618 1.0059
4.250 0.9934
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 1.0300 1.0321
PP 1.0289 1.0303
S1 1.0278 1.0285

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

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