CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 0.9777 0.9913 0.0136 1.4% 0.9835
High 0.9950 1.0205 0.0255 2.6% 0.9856
Low 0.9757 0.9828 0.0071 0.7% 0.9548
Close 0.9905 1.0139 0.0234 2.4% 0.9585
Range 0.0193 0.0377 0.0184 95.3% 0.0308
ATR 0.0152 0.0168 0.0016 10.6% 0.0000
Volume 850 6,757 5,907 694.9% 1,134
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1188 1.1041 1.0346
R3 1.0811 1.0664 1.0243
R2 1.0434 1.0434 1.0208
R1 1.0287 1.0287 1.0174 1.0361
PP 1.0057 1.0057 1.0057 1.0094
S1 0.9910 0.9910 1.0104 0.9984
S2 0.9680 0.9680 1.0070
S3 0.9303 0.9533 1.0035
S4 0.8926 0.9156 0.9932
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 1.0205 0.9548 0.0657 6.5% 0.0205 2.0% 90% True False 1,736
10 1.0205 0.9548 0.0657 6.5% 0.0157 1.5% 90% True False 989
20 1.0290 0.9548 0.0742 7.3% 0.0144 1.4% 80% False False 564
40 1.0569 0.9352 0.1217 12.0% 0.0141 1.4% 65% False False 324
60 1.0569 0.9233 0.1336 13.2% 0.0121 1.2% 68% False False 226
80 1.0569 0.9233 0.1336 13.2% 0.0091 0.9% 68% False False 171
100 1.0696 0.9233 0.1463 14.4% 0.0073 0.7% 62% False False 137
120 1.0696 0.9233 0.1463 14.4% 0.0061 0.6% 62% False False 114
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 0.0027
Widest range in 148 trading days
Fibonacci Retracements and Extensions
4.250 1.1807
2.618 1.1192
1.618 1.0815
1.000 1.0582
0.618 1.0438
HIGH 1.0205
0.618 1.0061
0.500 1.0017
0.382 0.9972
LOW 0.9828
0.618 0.9595
1.000 0.9451
1.618 0.9218
2.618 0.8841
4.250 0.8226
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 1.0098 1.0073
PP 1.0057 1.0007
S1 1.0017 0.9942

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

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