CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 1.0415 1.0326 -0.0089 -0.9% 1.0357
High 1.0415 1.0326 -0.0089 -0.9% 1.0443
Low 1.0415 1.0326 -0.0089 -0.9% 1.0353
Close 1.0415 1.0326 -0.0089 -0.9% 1.0415
Range
ATR 0.0060 0.0062 0.0002 3.4% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0326 1.0326 1.0326
R3 1.0326 1.0326 1.0326
R2 1.0326 1.0326 1.0326
R1 1.0326 1.0326 1.0326 1.0326
PP 1.0326 1.0326 1.0326 1.0326
S1 1.0326 1.0326 1.0326 1.0326
S2 1.0326 1.0326 1.0326
S3 1.0326 1.0326 1.0326
S4 1.0326 1.0326 1.0326
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0674 1.0634 1.0465
R3 1.0584 1.0544 1.0440
R2 1.0494 1.0494 1.0432
R1 1.0454 1.0454 1.0423 1.0474
PP 1.0404 1.0404 1.0404 1.0414
S1 1.0364 1.0364 1.0407 1.0384
S2 1.0314 1.0314 1.0399
S3 1.0224 1.0274 1.0390
S4 1.0134 1.0184 1.0366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0443 1.0326 0.0117 1.1% 0.0000 0.0% 0% False True 1
10 1.0443 1.0100 0.0343 3.3% 0.0000 0.0% 66% False False 1
20 1.0443 1.0100 0.0343 3.3% 0.0000 0.0% 66% False False 1
40 1.0443 1.0100 0.0343 3.3% 0.0000 0.0% 66% 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 1.0326
2.618 1.0326
1.618 1.0326
1.000 1.0326
0.618 1.0326
HIGH 1.0326
0.618 1.0326
0.500 1.0326
0.382 1.0326
LOW 1.0326
0.618 1.0326
1.000 1.0326
1.618 1.0326
2.618 1.0326
4.250 1.0326
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 1.0326 1.0385
PP 1.0326 1.0365
S1 1.0326 1.0346

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

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