CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 1.0161 1.0196 0.0035 0.3% 1.0267
High 1.0161 1.0196 0.0035 0.3% 1.0319
Low 1.0161 1.0196 0.0035 0.3% 1.0143
Close 1.0161 1.0196 0.0035 0.3% 1.0161
Range
ATR 0.0088 0.0084 -0.0004 -4.3% 0.0000
Volume 3 3 0 0.0% 30
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0196 1.0196 1.0196
R3 1.0196 1.0196 1.0196
R2 1.0196 1.0196 1.0196
R1 1.0196 1.0196 1.0196 1.0196
PP 1.0196 1.0196 1.0196 1.0196
S1 1.0196 1.0196 1.0196 1.0196
S2 1.0196 1.0196 1.0196
S3 1.0196 1.0196 1.0196
S4 1.0196 1.0196 1.0196
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0736 1.0624 1.0258
R3 1.0560 1.0448 1.0209
R2 1.0384 1.0384 1.0193
R1 1.0272 1.0272 1.0177 1.0240
PP 1.0208 1.0208 1.0208 1.0192
S1 1.0096 1.0096 1.0145 1.0064
S2 1.0032 1.0032 1.0129
S3 0.9856 0.9920 1.0113
S4 0.9680 0.9744 1.0064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0319 1.0143 0.0176 1.7% 0.0000 0.0% 30% False False 5
10 1.0319 0.9853 0.0466 4.6% 0.0000 0.0% 74% False False 6
20 1.0696 0.9853 0.0843 8.3% 0.0001 0.0% 41% False False 5
40 1.0696 0.9853 0.0843 8.3% 0.0001 0.0% 41% False False 3
60 1.0696 0.9853 0.0843 8.3% 0.0000 0.0% 41% False False 2
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 1.0196
2.618 1.0196
1.618 1.0196
1.000 1.0196
0.618 1.0196
HIGH 1.0196
0.618 1.0196
0.500 1.0196
0.382 1.0196
LOW 1.0196
0.618 1.0196
1.000 1.0196
1.618 1.0196
2.618 1.0196
4.250 1.0196
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 1.0196 1.0187
PP 1.0196 1.0178
S1 1.0196 1.0170

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

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