CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 1.0225 1.0221 -0.0004 0.0% 1.0648
High 1.0225 1.0221 -0.0004 0.0% 1.0648
Low 1.0225 1.0221 -0.0004 0.0% 1.0221
Close 1.0225 1.0221 -0.0004 0.0% 1.0221
Range
ATR 0.0075 0.0070 -0.0005 -6.8% 0.0000
Volume 8 8 0 0.0% 22
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0221 1.0221 1.0221
R3 1.0221 1.0221 1.0221
R2 1.0221 1.0221 1.0221
R1 1.0221 1.0221 1.0221 1.0221
PP 1.0221 1.0221 1.0221 1.0221
S1 1.0221 1.0221 1.0221 1.0221
S2 1.0221 1.0221 1.0221
S3 1.0221 1.0221 1.0221
S4 1.0221 1.0221 1.0221
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.1644 1.1360 1.0456
R3 1.1217 1.0933 1.0338
R2 1.0790 1.0790 1.0299
R1 1.0506 1.0506 1.0260 1.0435
PP 1.0363 1.0363 1.0363 1.0328
S1 1.0079 1.0079 1.0182 1.0008
S2 0.9936 0.9936 1.0143
S3 0.9509 0.9652 1.0104
S4 0.9082 0.9225 0.9986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0648 1.0221 0.0427 4.2% 0.0005 0.1% 0% False True 4
10 1.0696 1.0221 0.0475 4.6% 0.0003 0.0% 0% False True 3
20 1.0696 1.0221 0.0475 4.6% 0.0001 0.0% 0% False True 2
40 1.0696 1.0100 0.0596 5.8% 0.0001 0.0% 20% False False 1
60 1.0696 1.0100 0.0596 5.8% 0.0000 0.0% 20% 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 1.0221
2.618 1.0221
1.618 1.0221
1.000 1.0221
0.618 1.0221
HIGH 1.0221
0.618 1.0221
0.500 1.0221
0.382 1.0221
LOW 1.0221
0.618 1.0221
1.000 1.0221
1.618 1.0221
2.618 1.0221
4.250 1.0221
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 1.0221 1.0302
PP 1.0221 1.0275
S1 1.0221 1.0248

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

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