CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 1.0456 1.0511 0.0055 0.5% 1.0196
High 1.0456 1.0511 0.0055 0.5% 1.0325
Low 1.0456 1.0511 0.0055 0.5% 1.0196
Close 1.0456 1.0511 0.0055 0.5% 1.0325
Range
ATR 0.0076 0.0074 -0.0001 -2.0% 0.0000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0511 1.0511 1.0511
R3 1.0511 1.0511 1.0511
R2 1.0511 1.0511 1.0511
R1 1.0511 1.0511 1.0511 1.0511
PP 1.0511 1.0511 1.0511 1.0511
S1 1.0511 1.0511 1.0511 1.0511
S2 1.0511 1.0511 1.0511
S3 1.0511 1.0511 1.0511
S4 1.0511 1.0511 1.0511
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 1.0511 1.0325 0.0186 1.8% 0.0000 0.0% 100% True False 3
10 1.0511 1.0161 0.0350 3.3% 0.0000 0.0% 100% True False 3
20 1.0511 0.9853 0.0658 6.3% 0.0000 0.0% 100% True False 5
40 1.0696 0.9853 0.0843 8.0% 0.0001 0.0% 78% False False 3
60 1.0696 0.9853 0.0843 8.0% 0.0000 0.0% 78% False False 2
80 1.0696 0.9853 0.0843 8.0% 0.0000 0.0% 78% 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 1.0511
2.618 1.0511
1.618 1.0511
1.000 1.0511
0.618 1.0511
HIGH 1.0511
0.618 1.0511
0.500 1.0511
0.382 1.0511
LOW 1.0511
0.618 1.0511
1.000 1.0511
1.618 1.0511
2.618 1.0511
4.250 1.0511
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 1.0511 1.0502
PP 1.0511 1.0493
S1 1.0511 1.0484

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

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