CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 1.0511 1.0407 -0.0104 -1.0% 1.0402
High 1.0511 1.0407 -0.0104 -1.0% 1.0511
Low 1.0511 1.0407 -0.0104 -1.0% 1.0402
Close 1.0511 1.0407 -0.0104 -1.0% 1.0407
Range
ATR 0.0074 0.0076 0.0002 2.9% 0.0000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0407 1.0407 1.0407
R3 1.0407 1.0407 1.0407
R2 1.0407 1.0407 1.0407
R1 1.0407 1.0407 1.0407 1.0407
PP 1.0407 1.0407 1.0407 1.0407
S1 1.0407 1.0407 1.0407 1.0407
S2 1.0407 1.0407 1.0407
S3 1.0407 1.0407 1.0407
S4 1.0407 1.0407 1.0407
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0767 1.0696 1.0467
R3 1.0658 1.0587 1.0437
R2 1.0549 1.0549 1.0427
R1 1.0478 1.0478 1.0417 1.0514
PP 1.0440 1.0440 1.0440 1.0458
S1 1.0369 1.0369 1.0397 1.0405
S2 1.0331 1.0331 1.0387
S3 1.0222 1.0260 1.0377
S4 1.0113 1.0151 1.0347
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0511 1.0402 0.0109 1.0% 0.0000 0.0% 5% False False 3
10 1.0511 1.0196 0.0315 3.0% 0.0000 0.0% 67% False False 3
20 1.0511 0.9853 0.0658 6.3% 0.0000 0.0% 84% False False 5
40 1.0696 0.9853 0.0843 8.1% 0.0001 0.0% 66% False False 3
60 1.0696 0.9853 0.0843 8.1% 0.0000 0.0% 66% False False 2
80 1.0696 0.9853 0.0843 8.1% 0.0000 0.0% 66% 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 1.0407
2.618 1.0407
1.618 1.0407
1.000 1.0407
0.618 1.0407
HIGH 1.0407
0.618 1.0407
0.500 1.0407
0.382 1.0407
LOW 1.0407
0.618 1.0407
1.000 1.0407
1.618 1.0407
2.618 1.0407
4.250 1.0407
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 1.0407 1.0459
PP 1.0407 1.0442
S1 1.0407 1.0424

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

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