CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 1.0692 1.0648 -0.0044 -0.4% 1.0552
High 1.0692 1.0648 -0.0044 -0.4% 1.0696
Low 1.0692 1.0648 -0.0044 -0.4% 1.0552
Close 1.0692 1.0648 -0.0044 -0.4% 1.0692
Range
ATR 0.0050 0.0050 0.0000 -0.9% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0648 1.0648 1.0648
R3 1.0648 1.0648 1.0648
R2 1.0648 1.0648 1.0648
R1 1.0648 1.0648 1.0648 1.0648
PP 1.0648 1.0648 1.0648 1.0648
S1 1.0648 1.0648 1.0648 1.0648
S2 1.0648 1.0648 1.0648
S3 1.0648 1.0648 1.0648
S4 1.0648 1.0648 1.0648
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1079 1.1029 1.0771
R3 1.0935 1.0885 1.0732
R2 1.0791 1.0791 1.0718
R1 1.0741 1.0741 1.0705 1.0766
PP 1.0647 1.0647 1.0647 1.0659
S1 1.0597 1.0597 1.0679 1.0622
S2 1.0503 1.0503 1.0666
S3 1.0359 1.0453 1.0652
S4 1.0215 1.0309 1.0613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0696 1.0648 0.0048 0.5% 0.0000 0.0% 0% False True 2
10 1.0696 1.0421 0.0275 2.6% 0.0000 0.0% 83% False False 1
20 1.0696 1.0302 0.0394 3.7% 0.0000 0.0% 88% False False 1
40 1.0696 1.0100 0.0596 5.6% 0.0000 0.0% 92% False False 1
60 1.0696 1.0100 0.0596 5.6% 0.0000 0.0% 92% 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 1.0648
2.618 1.0648
1.618 1.0648
1.000 1.0648
0.618 1.0648
HIGH 1.0648
0.618 1.0648
0.500 1.0648
0.382 1.0648
LOW 1.0648
0.618 1.0648
1.000 1.0648
1.618 1.0648
2.618 1.0648
4.250 1.0648
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 1.0648 1.0670
PP 1.0648 1.0663
S1 1.0648 1.0655

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

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