CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 1.0515 1.0355 -0.0160 -1.5% 1.0552
High 1.0515 1.0382 -0.0133 -1.3% 1.0696
Low 1.0515 1.0355 -0.0160 -1.5% 1.0552
Close 1.0515 1.0456 -0.0059 -0.6% 1.0692
Range 0.0000 0.0027 0.0027 0.0144
ATR 0.0056 0.0063 0.0007 13.3% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0479 1.0494 1.0471
R3 1.0452 1.0467 1.0463
R2 1.0425 1.0425 1.0461
R1 1.0440 1.0440 1.0458 1.0433
PP 1.0398 1.0398 1.0398 1.0394
S1 1.0413 1.0413 1.0454 1.0406
S2 1.0371 1.0371 1.0451
S3 1.0344 1.0386 1.0449
S4 1.0317 1.0359 1.0441
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 1.0692 1.0355 0.0337 3.2% 0.0005 0.1% 30% False True 2
10 1.0696 1.0355 0.0341 3.3% 0.0003 0.0% 30% False True 1
20 1.0696 1.0302 0.0394 3.8% 0.0001 0.0% 39% False False 1
40 1.0696 1.0100 0.0596 5.7% 0.0001 0.0% 60% False False 1
60 1.0696 1.0100 0.0596 5.7% 0.0000 0.0% 60% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 1.0497
2.618 1.0453
1.618 1.0426
1.000 1.0409
0.618 1.0399
HIGH 1.0382
0.618 1.0372
0.500 1.0369
0.382 1.0365
LOW 1.0355
0.618 1.0338
1.000 1.0328
1.618 1.0311
2.618 1.0284
4.250 1.0240
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 1.0427 1.0502
PP 1.0398 1.0486
S1 1.0369 1.0471

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

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