CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 1.0315 1.0185 -0.0130 -1.3% 1.0313
High 1.0315 1.0185 -0.0130 -1.3% 1.0398
Low 1.0315 1.0185 -0.0130 -1.3% 1.0313
Close 1.0315 1.0185 -0.0130 -1.3% 1.0315
Range
ATR 0.0075 0.0079 0.0004 5.2% 0.0000
Volume 1 1 0 0.0% 21
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0185 1.0185 1.0185
R3 1.0185 1.0185 1.0185
R2 1.0185 1.0185 1.0185
R1 1.0185 1.0185 1.0185 1.0185
PP 1.0185 1.0185 1.0185 1.0185
S1 1.0185 1.0185 1.0185 1.0185
S2 1.0185 1.0185 1.0185
S3 1.0185 1.0185 1.0185
S4 1.0185 1.0185 1.0185
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0597 1.0541 1.0362
R3 1.0512 1.0456 1.0338
R2 1.0427 1.0427 1.0331
R1 1.0371 1.0371 1.0323 1.0399
PP 1.0342 1.0342 1.0342 1.0356
S1 1.0286 1.0286 1.0307 1.0314
S2 1.0257 1.0257 1.0299
S3 1.0172 1.0201 1.0292
S4 1.0087 1.0116 1.0268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0398 1.0185 0.0213 2.1% 0.0000 0.0% 0% False True 3
10 1.0398 1.0116 0.0282 2.8% 0.0000 0.0% 24% False False 4
20 1.0398 0.9771 0.0627 6.2% 0.0000 0.0% 66% False False 4
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 1.0185
2.618 1.0185
1.618 1.0185
1.000 1.0185
0.618 1.0185
HIGH 1.0185
0.618 1.0185
0.500 1.0185
0.382 1.0185
LOW 1.0185
0.618 1.0185
1.000 1.0185
1.618 1.0185
2.618 1.0185
4.250 1.0185
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 1.0185 1.0292
PP 1.0185 1.0256
S1 1.0185 1.0221

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

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