CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 1.0366 1.0398 0.0032 0.3% 1.0117
High 1.0366 1.0398 0.0032 0.3% 1.0237
Low 1.0366 1.0398 0.0032 0.3% 1.0116
Close 1.0366 1.0419 0.0053 0.5% 1.0237
Range
ATR 0.0076 0.0073 -0.0003 -4.1% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0405 1.0412 1.0419
R3 1.0405 1.0412 1.0419
R2 1.0405 1.0405 1.0419
R1 1.0412 1.0412 1.0419 1.0409
PP 1.0405 1.0405 1.0405 1.0403
S1 1.0412 1.0412 1.0419 1.0409
S2 1.0405 1.0405 1.0419
S3 1.0405 1.0412 1.0419
S4 1.0405 1.0412 1.0419
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 1.0398 1.0237 0.0161 1.5% 0.0000 0.0% 113% True False 5
10 1.0398 1.0080 0.0318 3.1% 0.0000 0.0% 107% True False 5
20 1.0398 0.9771 0.0627 6.0% 0.0006 0.1% 103% True 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0398
2.618 1.0398
1.618 1.0398
1.000 1.0398
0.618 1.0398
HIGH 1.0398
0.618 1.0398
0.500 1.0398
0.382 1.0398
LOW 1.0398
0.618 1.0398
1.000 1.0398
1.618 1.0398
2.618 1.0398
4.250 1.0398
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 1.0412 1.0407
PP 1.0405 1.0394
S1 1.0398 1.0382

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

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