CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 1.0256 1.0280 0.0024 0.2% 1.0128
High 1.0256 1.0280 0.0024 0.2% 1.0309
Low 1.0256 1.0280 0.0024 0.2% 1.0124
Close 1.0256 1.0280 0.0024 0.2% 1.0309
Range
ATR 0.0060 0.0058 -0.0003 -4.3% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0280 1.0280 1.0280
R3 1.0280 1.0280 1.0280
R2 1.0280 1.0280 1.0280
R1 1.0280 1.0280 1.0280 1.0280
PP 1.0280 1.0280 1.0280 1.0280
S1 1.0280 1.0280 1.0280 1.0280
S2 1.0280 1.0280 1.0280
S3 1.0280 1.0280 1.0280
S4 1.0280 1.0280 1.0280
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.0802 1.0741 1.0411
R3 1.0617 1.0556 1.0360
R2 1.0432 1.0432 1.0343
R1 1.0371 1.0371 1.0326 1.0402
PP 1.0247 1.0247 1.0247 1.0263
S1 1.0186 1.0186 1.0292 1.0217
S2 1.0062 1.0062 1.0275
S3 0.9877 1.0001 1.0258
S4 0.9692 0.9816 1.0207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0309 1.0243 0.0066 0.6% 0.0000 0.0% 56% False False 2
10 1.0309 1.0124 0.0185 1.8% 0.0000 0.0% 84% False False 2
20 1.0388 1.0124 0.0264 2.6% 0.0000 0.0% 59% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0280
2.618 1.0280
1.618 1.0280
1.000 1.0280
0.618 1.0280
HIGH 1.0280
0.618 1.0280
0.500 1.0280
0.382 1.0280
LOW 1.0280
0.618 1.0280
1.000 1.0280
1.618 1.0280
2.618 1.0280
4.250 1.0280
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 1.0280 1.0276
PP 1.0280 1.0272
S1 1.0280 1.0268

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

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