CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 1.0139 1.0233 0.0094 0.9% 1.0131
High 1.0139 1.0233 0.0094 0.9% 1.0131
Low 1.0139 1.0233 0.0094 0.9% 0.9771
Close 1.0139 1.0233 0.0094 0.9% 1.0044
Range
ATR 0.0000 0.0089 0.0089 0.0000
Volume 5 5 0 0.0% 34
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0233 1.0233 1.0233
R3 1.0233 1.0233 1.0233
R2 1.0233 1.0233 1.0233
R1 1.0233 1.0233 1.0233 1.0233
PP 1.0233 1.0233 1.0233 1.0233
S1 1.0233 1.0233 1.0233 1.0233
S2 1.0233 1.0233 1.0233
S3 1.0233 1.0233 1.0233
S4 1.0233 1.0233 1.0233
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 1.0233 0.9993 0.0240 2.3% 0.0000 0.0% 100% True False 5
10 1.0233 0.9771 0.0462 4.5% 0.0011 0.1% 100% True 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 1.0233
2.618 1.0233
1.618 1.0233
1.000 1.0233
0.618 1.0233
HIGH 1.0233
0.618 1.0233
0.500 1.0233
0.382 1.0233
LOW 1.0233
0.618 1.0233
1.000 1.0233
1.618 1.0233
2.618 1.0233
4.250 1.0233
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 1.0233 1.0217
PP 1.0233 1.0202
S1 1.0233 1.0186

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

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