CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 0.9692 0.9557 -0.0135 -1.4% 0.9902
High 0.9692 0.9557 -0.0135 -1.4% 0.9989
Low 0.9692 0.9557 -0.0135 -1.4% 0.9453
Close 0.9692 0.9557 -0.0135 -1.4% 0.9469
Range
ATR 0.0109 0.0111 0.0002 1.7% 0.0000
Volume 2 2 0 0.0% 46
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 0.9557 0.9557 0.9557
R3 0.9557 0.9557 0.9557
R2 0.9557 0.9557 0.9557
R1 0.9557 0.9557 0.9557 0.9557
PP 0.9557 0.9557 0.9557 0.9557
S1 0.9557 0.9557 0.9557 0.9557
S2 0.9557 0.9557 0.9557
S3 0.9557 0.9557 0.9557
S4 0.9557 0.9557 0.9557
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 0.9692 0.9453 0.0239 2.5% 0.0000 0.0% 44% False False 2
10 1.0095 0.9453 0.0642 6.7% 0.0005 0.1% 16% False False 8
20 1.0398 0.9453 0.0945 9.9% 0.0003 0.0% 11% False False 6
40 1.0398 0.9453 0.0945 9.9% 0.0004 0.0% 11% 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 0.9557
2.618 0.9557
1.618 0.9557
1.000 0.9557
0.618 0.9557
HIGH 0.9557
0.618 0.9557
0.500 0.9557
0.382 0.9557
LOW 0.9557
0.618 0.9557
1.000 0.9557
1.618 0.9557
2.618 0.9557
4.250 0.9557
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 0.9557 0.9593
PP 0.9557 0.9581
S1 0.9557 0.9569

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

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