CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 1.0400 1.0324 -0.0076 -0.7% 1.0326
High 1.0400 1.0324 -0.0076 -0.7% 1.0441
Low 1.0400 1.0324 -0.0076 -0.7% 1.0318
Close 1.0400 1.0324 -0.0076 -0.7% 1.0324
Range
ATR 0.0061 0.0062 0.0001 1.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0324 1.0324 1.0324
R3 1.0324 1.0324 1.0324
R2 1.0324 1.0324 1.0324
R1 1.0324 1.0324 1.0324 1.0324
PP 1.0324 1.0324 1.0324 1.0324
S1 1.0324 1.0324 1.0324 1.0324
S2 1.0324 1.0324 1.0324
S3 1.0324 1.0324 1.0324
S4 1.0324 1.0324 1.0324
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0730 1.0650 1.0392
R3 1.0607 1.0527 1.0358
R2 1.0484 1.0484 1.0347
R1 1.0404 1.0404 1.0335 1.0383
PP 1.0361 1.0361 1.0361 1.0350
S1 1.0281 1.0281 1.0313 1.0260
S2 1.0238 1.0238 1.0301
S3 1.0115 1.0158 1.0290
S4 0.9992 1.0035 1.0256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0441 1.0318 0.0123 1.2% 0.0000 0.0% 5% False False 1
10 1.0443 1.0318 0.0125 1.2% 0.0000 0.0% 5% False False 1
20 1.0443 1.0100 0.0343 3.3% 0.0000 0.0% 65% False False 1
40 1.0443 1.0100 0.0343 3.3% 0.0000 0.0% 65% 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 1.0324
2.618 1.0324
1.618 1.0324
1.000 1.0324
0.618 1.0324
HIGH 1.0324
0.618 1.0324
0.500 1.0324
0.382 1.0324
LOW 1.0324
0.618 1.0324
1.000 1.0324
1.618 1.0324
2.618 1.0324
4.250 1.0324
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 1.0324 1.0383
PP 1.0324 1.0363
S1 1.0324 1.0344

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

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