CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 1.0434 1.0490 0.0056 0.5% 1.0326
High 1.0434 1.0490 0.0056 0.5% 1.0441
Low 1.0434 1.0490 0.0056 0.5% 1.0318
Close 1.0434 1.0532 0.0098 0.9% 1.0324
Range
ATR 0.0060 0.0060 0.0000 -0.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0504 1.0518 1.0532
R3 1.0504 1.0518 1.0532
R2 1.0504 1.0504 1.0532
R1 1.0518 1.0518 1.0532 1.0511
PP 1.0504 1.0504 1.0504 1.0501
S1 1.0518 1.0518 1.0532 1.0511
S2 1.0504 1.0504 1.0532
S3 1.0504 1.0518 1.0532
S4 1.0504 1.0518 1.0532
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 1.0490 1.0302 0.0188 1.8% 0.0000 0.0% 122% True False 1
10 1.0490 1.0302 0.0188 1.8% 0.0000 0.0% 122% True False 1
20 1.0490 1.0100 0.0390 3.7% 0.0000 0.0% 111% True False 1
40 1.0490 1.0100 0.0390 3.7% 0.0000 0.0% 111% True 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 1.0490
2.618 1.0490
1.618 1.0490
1.000 1.0490
0.618 1.0490
HIGH 1.0490
0.618 1.0490
0.500 1.0490
0.382 1.0490
LOW 1.0490
0.618 1.0490
1.000 1.0490
1.618 1.0490
2.618 1.0490
4.250 1.0490
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 1.0518 1.0507
PP 1.0504 1.0481
S1 1.0490 1.0456

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

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