CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 1.0220 1.0260 0.0040 0.4% 1.0244
High 1.0220 1.0260 0.0040 0.4% 1.0324
Low 1.0220 1.0260 0.0040 0.4% 1.0152
Close 1.0220 1.0260 0.0040 0.4% 1.0257
Range
ATR 0.0062 0.0061 -0.0002 -2.6% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0260 1.0260 1.0260
R3 1.0260 1.0260 1.0260
R2 1.0260 1.0260 1.0260
R1 1.0260 1.0260 1.0260 1.0260
PP 1.0260 1.0260 1.0260 1.0260
S1 1.0260 1.0260 1.0260 1.0260
S2 1.0260 1.0260 1.0260
S3 1.0260 1.0260 1.0260
S4 1.0260 1.0260 1.0260
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0760 1.0681 1.0352
R3 1.0588 1.0509 1.0304
R2 1.0416 1.0416 1.0289
R1 1.0337 1.0337 1.0273 1.0377
PP 1.0244 1.0244 1.0244 1.0264
S1 1.0165 1.0165 1.0241 1.0205
S2 1.0072 1.0072 1.0225
S3 0.9900 0.9993 1.0210
S4 0.9728 0.9821 1.0162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0260 1.0152 0.0108 1.1% 0.0000 0.0% 100% True False 2
10 1.0324 1.0152 0.0172 1.7% 0.0000 0.0% 63% False False 2
20 1.0347 1.0124 0.0223 2.2% 0.0000 0.0% 61% 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 1.0260
2.618 1.0260
1.618 1.0260
1.000 1.0260
0.618 1.0260
HIGH 1.0260
0.618 1.0260
0.500 1.0260
0.382 1.0260
LOW 1.0260
0.618 1.0260
1.000 1.0260
1.618 1.0260
2.618 1.0260
4.250 1.0260
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 1.0260 1.0253
PP 1.0260 1.0247
S1 1.0260 1.0240

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

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