CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 1.0044 1.0179 0.0135 1.3% 1.0131
High 1.0044 1.0179 0.0135 1.3% 1.0131
Low 1.0044 1.0179 0.0135 1.3% 0.9771
Close 1.0044 1.0179 0.0135 1.3% 1.0044
Range
ATR
Volume 5 5 0 0.0% 34
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0179 1.0179 1.0179
R3 1.0179 1.0179 1.0179
R2 1.0179 1.0179 1.0179
R1 1.0179 1.0179 1.0179 1.0179
PP 1.0179 1.0179 1.0179 1.0179
S1 1.0179 1.0179 1.0179 1.0179
S2 1.0179 1.0179 1.0179
S3 1.0179 1.0179 1.0179
S4 1.0179 1.0179 1.0179
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.1062 1.0913 1.0242
R3 1.0702 1.0553 1.0143
R2 1.0342 1.0342 1.0110
R1 1.0193 1.0193 1.0077 1.0088
PP 0.9982 0.9982 0.9982 0.9929
S1 0.9833 0.9833 1.0011 0.9728
S2 0.9622 0.9622 0.9978
S3 0.9262 0.9473 0.9945
S4 0.8902 0.9113 0.9846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0179 0.9771 0.0408 4.0% 0.0000 0.0% 100% True False 5
10 1.0413 0.9771 0.0642 6.3% 0.0011 0.1% 64% False False 6
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 1.0179
2.618 1.0179
1.618 1.0179
1.000 1.0179
0.618 1.0179
HIGH 1.0179
0.618 1.0179
0.500 1.0179
0.382 1.0179
LOW 1.0179
0.618 1.0179
1.000 1.0179
1.618 1.0179
2.618 1.0179
4.250 1.0179
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 1.0179 1.0148
PP 1.0179 1.0117
S1 1.0179 1.0086

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

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