CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 1.0205 1.0332 0.0127 1.2% 1.0220
High 1.0205 1.0332 0.0127 1.2% 1.0260
Low 1.0205 1.0332 0.0127 1.2% 1.0150
Close 1.0205 1.0332 0.0127 1.2% 1.0157
Range
ATR 0.0060 0.0065 0.0005 8.0% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0332 1.0332 1.0332
R3 1.0332 1.0332 1.0332
R2 1.0332 1.0332 1.0332
R1 1.0332 1.0332 1.0332 1.0332
PP 1.0332 1.0332 1.0332 1.0332
S1 1.0332 1.0332 1.0332 1.0332
S2 1.0332 1.0332 1.0332
S3 1.0332 1.0332 1.0332
S4 1.0332 1.0332 1.0332
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0519 1.0448 1.0218
R3 1.0409 1.0338 1.0187
R2 1.0299 1.0299 1.0177
R1 1.0228 1.0228 1.0167 1.0209
PP 1.0189 1.0189 1.0189 1.0179
S1 1.0118 1.0118 1.0147 1.0099
S2 1.0079 1.0079 1.0137
S3 0.9969 1.0008 1.0127
S4 0.9859 0.9898 1.0097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0332 1.0100 0.0232 2.2% 0.0000 0.0% 100% True False 1
10 1.0332 1.0100 0.0232 2.2% 0.0000 0.0% 100% True False 1
20 1.0347 1.0100 0.0247 2.4% 0.0000 0.0% 94% False False 1
40 1.0388 1.0100 0.0288 2.8% 0.0000 0.0% 81% False False 1
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 1.0332
2.618 1.0332
1.618 1.0332
1.000 1.0332
0.618 1.0332
HIGH 1.0332
0.618 1.0332
0.500 1.0332
0.382 1.0332
LOW 1.0332
0.618 1.0332
1.000 1.0332
1.618 1.0332
2.618 1.0332
4.250 1.0332
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 1.0332 1.0293
PP 1.0332 1.0255
S1 1.0332 1.0216

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

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