CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 1.0267 1.0137 -0.0130 -1.3% 1.0185
High 1.0267 1.0137 -0.0130 -1.3% 1.0328
Low 1.0267 1.0137 -0.0130 -1.3% 1.0137
Close 1.0267 1.0137 -0.0130 -1.3% 1.0137
Range
ATR 0.0082 0.0086 0.0003 4.2% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0137 1.0137 1.0137
R3 1.0137 1.0137 1.0137
R2 1.0137 1.0137 1.0137
R1 1.0137 1.0137 1.0137 1.0137
PP 1.0137 1.0137 1.0137 1.0137
S1 1.0137 1.0137 1.0137 1.0137
S2 1.0137 1.0137 1.0137
S3 1.0137 1.0137 1.0137
S4 1.0137 1.0137 1.0137
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0774 1.0646 1.0242
R3 1.0583 1.0455 1.0190
R2 1.0392 1.0392 1.0172
R1 1.0264 1.0264 1.0155 1.0233
PP 1.0201 1.0201 1.0201 1.0185
S1 1.0073 1.0073 1.0119 1.0042
S2 1.0010 1.0010 1.0102
S3 0.9819 0.9882 1.0084
S4 0.9628 0.9691 1.0032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0328 1.0137 0.0191 1.9% 0.0000 0.0% 0% False True 1
10 1.0398 1.0137 0.0261 2.6% 0.0000 0.0% 0% False True 3
20 1.0398 1.0044 0.0354 3.5% 0.0000 0.0% 26% 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 1.0137
2.618 1.0137
1.618 1.0137
1.000 1.0137
0.618 1.0137
HIGH 1.0137
0.618 1.0137
0.500 1.0137
0.382 1.0137
LOW 1.0137
0.618 1.0137
1.000 1.0137
1.618 1.0137
2.618 1.0137
4.250 1.0137
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 1.0137 1.0233
PP 1.0137 1.0201
S1 1.0137 1.0169

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

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