CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 0.9780 0.9808 0.0028 0.3% 0.9489
High 0.9821 0.9814 -0.0007 -0.1% 0.9700
Low 0.9780 0.9790 0.0010 0.1% 0.9233
Close 0.9836 0.9810 -0.0026 -0.3% 0.9611
Range 0.0041 0.0024 -0.0017 -41.5% 0.0467
ATR 0.0144 0.0137 -0.0007 -4.9% 0.0000
Volume 200 35 -165 -82.5% 348
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9877 0.9867 0.9823
R3 0.9853 0.9843 0.9817
R2 0.9829 0.9829 0.9814
R1 0.9819 0.9819 0.9812 0.9824
PP 0.9805 0.9805 0.9805 0.9807
S1 0.9795 0.9795 0.9808 0.9800
S2 0.9781 0.9781 0.9806
S3 0.9757 0.9771 0.9803
S4 0.9733 0.9747 0.9797
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0916 1.0730 0.9868
R3 1.0449 1.0263 0.9739
R2 0.9982 0.9982 0.9697
R1 0.9796 0.9796 0.9654 0.9889
PP 0.9515 0.9515 0.9515 0.9561
S1 0.9329 0.9329 0.9568 0.9422
S2 0.9048 0.9048 0.9525
S3 0.8581 0.8862 0.9483
S4 0.8114 0.8395 0.9354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9821 0.9352 0.0469 4.8% 0.0086 0.9% 98% False False 89
10 0.9821 0.9233 0.0588 6.0% 0.0104 1.1% 98% False False 69
20 1.0185 0.9233 0.0952 9.7% 0.0102 1.0% 61% False False 52
40 1.0511 0.9233 0.1278 13.0% 0.0051 0.5% 45% False False 27
60 1.0696 0.9233 0.1463 14.9% 0.0035 0.4% 39% False False 19
80 1.0696 0.9233 0.1463 14.9% 0.0026 0.3% 39% False False 15
100 1.0696 0.9233 0.1463 14.9% 0.0021 0.2% 39% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9916
2.618 0.9877
1.618 0.9853
1.000 0.9838
0.618 0.9829
HIGH 0.9814
0.618 0.9805
0.500 0.9802
0.382 0.9799
LOW 0.9790
0.618 0.9775
1.000 0.9766
1.618 0.9751
2.618 0.9727
4.250 0.9688
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 0.9807 0.9770
PP 0.9805 0.9729
S1 0.9802 0.9689

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

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