CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 1.0325 1.0402 0.0077 0.7% 1.0196
High 1.0325 1.0402 0.0077 0.7% 1.0325
Low 1.0325 1.0402 0.0077 0.7% 1.0196
Close 1.0325 1.0402 0.0077 0.7% 1.0325
Range
ATR 0.0081 0.0080 0.0000 -0.3% 0.0000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0402 1.0402 1.0402
R3 1.0402 1.0402 1.0402
R2 1.0402 1.0402 1.0402
R1 1.0402 1.0402 1.0402 1.0402
PP 1.0402 1.0402 1.0402 1.0402
S1 1.0402 1.0402 1.0402 1.0402
S2 1.0402 1.0402 1.0402
S3 1.0402 1.0402 1.0402
S4 1.0402 1.0402 1.0402
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0669 1.0626 1.0396
R3 1.0540 1.0497 1.0360
R2 1.0411 1.0411 1.0349
R1 1.0368 1.0368 1.0337 1.0390
PP 1.0282 1.0282 1.0282 1.0293
S1 1.0239 1.0239 1.0313 1.0261
S2 1.0153 1.0153 1.0301
S3 1.0024 1.0110 1.0290
S4 0.9895 0.9981 1.0254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0402 1.0201 0.0201 1.9% 0.0000 0.0% 100% True False 3
10 1.0402 1.0143 0.0259 2.5% 0.0000 0.0% 100% True False 4
20 1.0515 0.9853 0.0662 6.4% 0.0001 0.0% 83% False False 5
40 1.0696 0.9853 0.0843 8.1% 0.0001 0.0% 65% False False 3
60 1.0696 0.9853 0.0843 8.1% 0.0000 0.0% 65% False False 2
80 1.0696 0.9853 0.0843 8.1% 0.0000 0.0% 65% 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 1.0402
2.618 1.0402
1.618 1.0402
1.000 1.0402
0.618 1.0402
HIGH 1.0402
0.618 1.0402
0.500 1.0402
0.382 1.0402
LOW 1.0402
0.618 1.0402
1.000 1.0402
1.618 1.0402
2.618 1.0402
4.250 1.0402
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 1.0402 1.0369
PP 1.0402 1.0335
S1 1.0402 1.0302

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

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