CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 1.0338 1.0314 -0.0024 -0.2% 1.0270
High 1.0338 1.0314 -0.0024 -0.2% 1.0338
Low 1.0338 1.0314 -0.0024 -0.2% 1.0256
Close 1.0338 1.0314 -0.0024 -0.2% 1.0338
Range
ATR 0.0058 0.0055 -0.0002 -4.2% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0314 1.0314 1.0314
R3 1.0314 1.0314 1.0314
R2 1.0314 1.0314 1.0314
R1 1.0314 1.0314 1.0314 1.0314
PP 1.0314 1.0314 1.0314 1.0314
S1 1.0314 1.0314 1.0314 1.0314
S2 1.0314 1.0314 1.0314
S3 1.0314 1.0314 1.0314
S4 1.0314 1.0314 1.0314
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0557 1.0529 1.0383
R3 1.0475 1.0447 1.0361
R2 1.0393 1.0393 1.0353
R1 1.0365 1.0365 1.0346 1.0379
PP 1.0311 1.0311 1.0311 1.0318
S1 1.0283 1.0283 1.0330 1.0297
S2 1.0229 1.0229 1.0323
S3 1.0147 1.0201 1.0315
S4 1.0065 1.0119 1.0293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0338 1.0256 0.0082 0.8% 0.0000 0.0% 71% False False 2
10 1.0338 1.0124 0.0214 2.1% 0.0000 0.0% 89% False False 2
20 1.0388 1.0124 0.0264 2.6% 0.0000 0.0% 72% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0314
2.618 1.0314
1.618 1.0314
1.000 1.0314
0.618 1.0314
HIGH 1.0314
0.618 1.0314
0.500 1.0314
0.382 1.0314
LOW 1.0314
0.618 1.0314
1.000 1.0314
1.618 1.0314
2.618 1.0314
4.250 1.0314
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 1.0314 1.0312
PP 1.0314 1.0311
S1 1.0314 1.0309

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

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