CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 0.9494 0.9692 0.0198 2.1% 0.9902
High 0.9494 0.9692 0.0198 2.1% 0.9989
Low 0.9494 0.9692 0.0198 2.1% 0.9453
Close 0.9494 0.9692 0.0198 2.1% 0.9469
Range
ATR 0.0102 0.0109 0.0007 6.7% 0.0000
Volume 2 2 0 0.0% 46
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 0.9692 0.9692 0.9692
R3 0.9692 0.9692 0.9692
R2 0.9692 0.9692 0.9692
R1 0.9692 0.9692 0.9692 0.9692
PP 0.9692 0.9692 0.9692 0.9692
S1 0.9692 0.9692 0.9692 0.9692
S2 0.9692 0.9692 0.9692
S3 0.9692 0.9692 0.9692
S4 0.9692 0.9692 0.9692
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1245 1.0893 0.9764
R3 1.0709 1.0357 0.9616
R2 1.0173 1.0173 0.9567
R1 0.9821 0.9821 0.9518 0.9729
PP 0.9637 0.9637 0.9637 0.9591
S1 0.9285 0.9285 0.9420 0.9193
S2 0.9101 0.9101 0.9371
S3 0.8565 0.8749 0.9322
S4 0.8029 0.8213 0.9174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9900 0.9453 0.0447 4.6% 0.0010 0.1% 53% False False 4
10 1.0095 0.9453 0.0642 6.6% 0.0005 0.1% 37% False False 9
20 1.0398 0.9453 0.0945 9.8% 0.0003 0.0% 25% False False 6
40 1.0413 0.9453 0.0960 9.9% 0.0004 0.0% 25% 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 0.9692
2.618 0.9692
1.618 0.9692
1.000 0.9692
0.618 0.9692
HIGH 0.9692
0.618 0.9692
0.500 0.9692
0.382 0.9692
LOW 0.9692
0.618 0.9692
1.000 0.9692
1.618 0.9692
2.618 0.9692
4.250 0.9692
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 0.9692 0.9655
PP 0.9692 0.9618
S1 0.9692 0.9581

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

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