CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 0.9724 0.9581 -0.0143 -1.5% 0.9835
High 0.9724 0.9664 -0.0060 -0.6% 0.9856
Low 0.9560 0.9548 -0.0012 -0.1% 0.9548
Close 0.9561 0.9585 0.0024 0.3% 0.9585
Range 0.0164 0.0116 -0.0048 -29.3% 0.0308
ATR 0.0142 0.0140 -0.0002 -1.3% 0.0000
Volume 408 408 0 0.0% 1,134
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9947 0.9882 0.9649
R3 0.9831 0.9766 0.9617
R2 0.9715 0.9715 0.9606
R1 0.9650 0.9650 0.9596 0.9683
PP 0.9599 0.9599 0.9599 0.9615
S1 0.9534 0.9534 0.9574 0.9567
S2 0.9483 0.9483 0.9564
S3 0.9367 0.9418 0.9553
S4 0.9251 0.9302 0.9521
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0587 1.0394 0.9754
R3 1.0279 1.0086 0.9670
R2 0.9971 0.9971 0.9641
R1 0.9778 0.9778 0.9613 0.9721
PP 0.9663 0.9663 0.9663 0.9634
S1 0.9470 0.9470 0.9557 0.9413
S2 0.9355 0.9355 0.9529
S3 0.9047 0.9162 0.9500
S4 0.8739 0.8854 0.9416
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9950 0.9548 0.0402 4.2% 0.0122 1.3% 9% False True 284
10 1.0193 0.9548 0.0645 6.7% 0.0125 1.3% 6% False True 236
20 1.0556 0.9548 0.1008 10.5% 0.0129 1.4% 4% False True 194
40 1.0569 0.9233 0.1336 13.9% 0.0132 1.4% 26% False False 132
60 1.0569 0.9233 0.1336 13.9% 0.0108 1.1% 26% False False 95
80 1.0569 0.9233 0.1336 13.9% 0.0081 0.8% 26% False False 73
100 1.0696 0.9233 0.1463 15.3% 0.0065 0.7% 24% False False 58
120 1.0696 0.9233 0.1463 15.3% 0.0054 0.6% 24% False False 49
Crabel Price Patterns
NR True
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0157
2.618 0.9968
1.618 0.9852
1.000 0.9780
0.618 0.9736
HIGH 0.9664
0.618 0.9620
0.500 0.9606
0.382 0.9592
LOW 0.9548
0.618 0.9476
1.000 0.9432
1.618 0.9360
2.618 0.9244
4.250 0.9055
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 0.9606 0.9657
PP 0.9599 0.9633
S1 0.9592 0.9609

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

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