CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 1.0224 1.0062 -0.0162 -1.6% 1.0269
High 1.0224 1.0062 -0.0162 -1.6% 1.0419
Low 1.0224 1.0062 -0.0162 -1.6% 1.0224
Close 1.0224 1.0062 -0.0162 -1.6% 1.0224
Range
ATR 0.0087 0.0093 0.0005 6.1% 0.0000
Volume 3 1 -2 -66.7% 12
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0062 1.0062 1.0062
R3 1.0062 1.0062 1.0062
R2 1.0062 1.0062 1.0062
R1 1.0062 1.0062 1.0062 1.0062
PP 1.0062 1.0062 1.0062 1.0062
S1 1.0062 1.0062 1.0062 1.0062
S2 1.0062 1.0062 1.0062
S3 1.0062 1.0062 1.0062
S4 1.0062 1.0062 1.0062
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0874 1.0744 1.0331
R3 1.0679 1.0549 1.0278
R2 1.0484 1.0484 1.0260
R1 1.0354 1.0354 1.0242 1.0322
PP 1.0289 1.0289 1.0289 1.0273
S1 1.0159 1.0159 1.0206 1.0127
S2 1.0094 1.0094 1.0188
S3 0.9899 0.9964 1.0170
S4 0.9704 0.9769 1.0117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0419 1.0062 0.0357 3.5% 0.0000 0.0% 0% False True 2
10 1.0511 1.0062 0.0449 4.5% 0.0000 0.0% 0% False True 2
20 1.0511 1.0062 0.0449 4.5% 0.0000 0.0% 0% False True 3
40 1.0696 0.9853 0.0843 8.4% 0.0001 0.0% 25% False False 3
60 1.0696 0.9853 0.0843 8.4% 0.0000 0.0% 25% False False 2
80 1.0696 0.9853 0.0843 8.4% 0.0000 0.0% 25% 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 1.0062
2.618 1.0062
1.618 1.0062
1.000 1.0062
0.618 1.0062
HIGH 1.0062
0.618 1.0062
0.500 1.0062
0.382 1.0062
LOW 1.0062
0.618 1.0062
1.000 1.0062
1.618 1.0062
2.618 1.0062
4.250 1.0062
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 1.0062 1.0210
PP 1.0062 1.0160
S1 1.0062 1.0111

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

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