CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 1.0080 1.0117 0.0037 0.4% 1.0179
High 1.0080 1.0117 0.0037 0.4% 1.0233
Low 1.0080 1.0117 0.0037 0.4% 1.0062
Close 1.0080 1.0117 0.0037 0.4% 1.0080
Range
ATR 0.0089 0.0086 -0.0004 -4.2% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0117 1.0117 1.0117
R3 1.0117 1.0117 1.0117
R2 1.0117 1.0117 1.0117
R1 1.0117 1.0117 1.0117 1.0117
PP 1.0117 1.0117 1.0117 1.0117
S1 1.0117 1.0117 1.0117 1.0117
S2 1.0117 1.0117 1.0117
S3 1.0117 1.0117 1.0117
S4 1.0117 1.0117 1.0117
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0638 1.0530 1.0174
R3 1.0467 1.0359 1.0127
R2 1.0296 1.0296 1.0111
R1 1.0188 1.0188 1.0096 1.0157
PP 1.0125 1.0125 1.0125 1.0109
S1 1.0017 1.0017 1.0064 0.9986
S2 0.9954 0.9954 1.0049
S3 0.9783 0.9846 1.0033
S4 0.9612 0.9675 0.9986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0233 1.0062 0.0171 1.7% 0.0000 0.0% 32% False False 5
10 1.0233 0.9771 0.0462 4.6% 0.0000 0.0% 75% False False 5
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 1.0117
2.618 1.0117
1.618 1.0117
1.000 1.0117
0.618 1.0117
HIGH 1.0117
0.618 1.0117
0.500 1.0117
0.382 1.0117
LOW 1.0117
0.618 1.0117
1.000 1.0117
1.618 1.0117
2.618 1.0117
4.250 1.0117
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 1.0117 1.0108
PP 1.0117 1.0099
S1 1.0117 1.0090

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

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