CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 0.9467 0.9445 -0.0022 -0.2% 0.9494
High 0.9467 0.9445 -0.0022 -0.2% 0.9692
Low 0.9467 0.9445 -0.0022 -0.2% 0.9445
Close 0.9467 0.9445 -0.0022 -0.2% 0.9445
Range
ATR 0.0109 0.0103 -0.0006 -5.7% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 0.9445 0.9445 0.9445
R3 0.9445 0.9445 0.9445
R2 0.9445 0.9445 0.9445
R1 0.9445 0.9445 0.9445 0.9445
PP 0.9445 0.9445 0.9445 0.9445
S1 0.9445 0.9445 0.9445 0.9445
S2 0.9445 0.9445 0.9445
S3 0.9445 0.9445 0.9445
S4 0.9445 0.9445 0.9445
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0268 1.0104 0.9581
R3 1.0021 0.9857 0.9513
R2 0.9774 0.9774 0.9490
R1 0.9610 0.9610 0.9468 0.9569
PP 0.9527 0.9527 0.9527 0.9507
S1 0.9363 0.9363 0.9422 0.9322
S2 0.9280 0.9280 0.9400
S3 0.9033 0.9116 0.9377
S4 0.8786 0.8869 0.9309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9692 0.9445 0.0247 2.6% 0.0000 0.0% 0% False True 2
10 0.9989 0.9445 0.0544 5.8% 0.0005 0.1% 0% False True 5
20 1.0328 0.9445 0.0883 9.3% 0.0003 0.0% 0% False True 5
40 1.0398 0.9445 0.0953 10.1% 0.0004 0.0% 0% False True 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 0.9445
2.618 0.9445
1.618 0.9445
1.000 0.9445
0.618 0.9445
HIGH 0.9445
0.618 0.9445
0.500 0.9445
0.382 0.9445
LOW 0.9445
0.618 0.9445
1.000 0.9445
1.618 0.9445
2.618 0.9445
4.250 0.9445
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 0.9445 0.9501
PP 0.9445 0.9482
S1 0.9445 0.9464

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

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