CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 0.9678 0.9777 0.0099 1.0% 0.9835
High 0.9851 0.9950 0.0099 1.0% 0.9856
Low 0.9678 0.9757 0.0079 0.8% 0.9548
Close 0.9768 0.9905 0.0137 1.4% 0.9585
Range 0.0173 0.0193 0.0020 11.6% 0.0308
ATR 0.0149 0.0152 0.0003 2.1% 0.0000
Volume 260 850 590 226.9% 1,134
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0450 1.0370 1.0011
R3 1.0257 1.0177 0.9958
R2 1.0064 1.0064 0.9940
R1 0.9984 0.9984 0.9923 1.0024
PP 0.9871 0.9871 0.9871 0.9891
S1 0.9791 0.9791 0.9887 0.9831
S2 0.9678 0.9678 0.9870
S3 0.9485 0.9598 0.9852
S4 0.9292 0.9405 0.9799
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 4.1% 0.0143 1.4% 89% True False 433
10 1.0072 0.9548 0.0524 5.3% 0.0127 1.3% 68% False False 323
20 1.0394 0.9548 0.0846 8.5% 0.0138 1.4% 42% False False 231
40 1.0569 0.9233 0.1336 13.5% 0.0135 1.4% 50% False False 158
60 1.0569 0.9233 0.1336 13.5% 0.0114 1.2% 50% False False 114
80 1.0569 0.9233 0.1336 13.5% 0.0086 0.9% 50% False False 86
100 1.0696 0.9233 0.1463 14.8% 0.0069 0.7% 46% False False 69
120 1.0696 0.9233 0.1463 14.8% 0.0057 0.6% 46% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0770
2.618 1.0455
1.618 1.0262
1.000 1.0143
0.618 1.0069
HIGH 0.9950
0.618 0.9876
0.500 0.9854
0.382 0.9831
LOW 0.9757
0.618 0.9638
1.000 0.9564
1.618 0.9445
2.618 0.9252
4.250 0.8937
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 0.9888 0.9853
PP 0.9871 0.9801
S1 0.9854 0.9749

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

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