CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 1.0116 1.0237 0.0121 1.2% 1.0117
High 1.0116 1.0237 0.0121 1.2% 1.0237
Low 1.0116 1.0237 0.0121 1.2% 1.0116
Close 1.0116 1.0237 0.0121 1.2% 1.0237
Range
ATR 0.0079 0.0082 0.0003 3.9% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0237 1.0237 1.0237
R3 1.0237 1.0237 1.0237
R2 1.0237 1.0237 1.0237
R1 1.0237 1.0237 1.0237 1.0237
PP 1.0237 1.0237 1.0237 1.0237
S1 1.0237 1.0237 1.0237 1.0237
S2 1.0237 1.0237 1.0237
S3 1.0237 1.0237 1.0237
S4 1.0237 1.0237 1.0237
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0560 1.0519 1.0304
R3 1.0439 1.0398 1.0270
R2 1.0318 1.0318 1.0259
R1 1.0277 1.0277 1.0248 1.0298
PP 1.0197 1.0197 1.0197 1.0207
S1 1.0156 1.0156 1.0226 1.0177
S2 1.0076 1.0076 1.0215
S3 0.9955 1.0035 1.0204
S4 0.9834 0.9914 1.0170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0237 1.0116 0.0121 1.2% 0.0000 0.0% 100% True False 5
10 1.0237 1.0062 0.0175 1.7% 0.0000 0.0% 100% True False 5
20 1.0533 0.9771 0.0762 7.4% 0.0006 0.1% 61% 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 1.0237
2.618 1.0237
1.618 1.0237
1.000 1.0237
0.618 1.0237
HIGH 1.0237
0.618 1.0237
0.500 1.0237
0.382 1.0237
LOW 1.0237
0.618 1.0237
1.000 1.0237
1.618 1.0237
2.618 1.0237
4.250 1.0237
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 1.0237 1.0217
PP 1.0237 1.0197
S1 1.0237 1.0177

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

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