CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 1.0652 1.0696 0.0044 0.4% 1.0302
High 1.0652 1.0696 0.0044 0.4% 1.0550
Low 1.0652 1.0696 0.0044 0.4% 1.0302
Close 1.0652 1.0696 0.0044 0.4% 1.0550
Range
ATR 0.0056 0.0055 -0.0001 -1.6% 0.0000
Volume 2 2 0 0.0% 6
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0696 1.0696 1.0696
R3 1.0696 1.0696 1.0696
R2 1.0696 1.0696 1.0696
R1 1.0696 1.0696 1.0696 1.0696
PP 1.0696 1.0696 1.0696 1.0696
S1 1.0696 1.0696 1.0696 1.0696
S2 1.0696 1.0696 1.0696
S3 1.0696 1.0696 1.0696
S4 1.0696 1.0696 1.0696
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1211 1.1129 1.0686
R3 1.0963 1.0881 1.0618
R2 1.0715 1.0715 1.0595
R1 1.0633 1.0633 1.0573 1.0674
PP 1.0467 1.0467 1.0467 1.0488
S1 1.0385 1.0385 1.0527 1.0426
S2 1.0219 1.0219 1.0505
S3 0.9971 1.0137 1.0482
S4 0.9723 0.9889 1.0414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0696 1.0490 0.0206 1.9% 0.0000 0.0% 100% True False 1
10 1.0696 1.0302 0.0394 3.7% 0.0000 0.0% 100% True False 1
20 1.0696 1.0302 0.0394 3.7% 0.0000 0.0% 100% True False 1
40 1.0696 1.0100 0.0596 5.6% 0.0000 0.0% 100% 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 1.0696
2.618 1.0696
1.618 1.0696
1.000 1.0696
0.618 1.0696
HIGH 1.0696
0.618 1.0696
0.500 1.0696
0.382 1.0696
LOW 1.0696
0.618 1.0696
1.000 1.0696
1.618 1.0696
2.618 1.0696
4.250 1.0696
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 1.0696 1.0672
PP 1.0696 1.0648
S1 1.0696 1.0624

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

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