CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 1.0328 1.0267 -0.0061 -0.6% 1.0313
High 1.0328 1.0267 -0.0061 -0.6% 1.0398
Low 1.0328 1.0267 -0.0061 -0.6% 1.0313
Close 1.0328 1.0267 -0.0061 -0.6% 1.0315
Range
ATR 0.0084 0.0082 -0.0002 -1.9% 0.0000
Volume 1 1 0 0.0% 21
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0267 1.0267 1.0267
R3 1.0267 1.0267 1.0267
R2 1.0267 1.0267 1.0267
R1 1.0267 1.0267 1.0267 1.0267
PP 1.0267 1.0267 1.0267 1.0267
S1 1.0267 1.0267 1.0267 1.0267
S2 1.0267 1.0267 1.0267
S3 1.0267 1.0267 1.0267
S4 1.0267 1.0267 1.0267
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% 38% False False 1
10 1.0398 1.0116 0.0282 2.7% 0.0000 0.0% 54% False False 3
20 1.0398 0.9993 0.0405 3.9% 0.0000 0.0% 68% 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 1.0267
2.618 1.0267
1.618 1.0267
1.000 1.0267
0.618 1.0267
HIGH 1.0267
0.618 1.0267
0.500 1.0267
0.382 1.0267
LOW 1.0267
0.618 1.0267
1.000 1.0267
1.618 1.0267
2.618 1.0267
4.250 1.0267
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 1.0267 1.0264
PP 1.0267 1.0260
S1 1.0267 1.0257

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

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