CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 0.9172 0.9409 0.0237 2.6% 0.9494
High 0.9172 0.9409 0.0237 2.6% 0.9692
Low 0.9172 0.9409 0.0237 2.6% 0.9445
Close 0.9172 0.9409 0.0237 2.6% 0.9445
Range
ATR 0.0108 0.0117 0.0009 8.5% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9409 0.9409 0.9409
R3 0.9409 0.9409 0.9409
R2 0.9409 0.9409 0.9409
R1 0.9409 0.9409 0.9409 0.9409
PP 0.9409 0.9409 0.9409 0.9409
S1 0.9409 0.9409 0.9409 0.9409
S2 0.9409 0.9409 0.9409
S3 0.9409 0.9409 0.9409
S4 0.9409 0.9409 0.9409
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 0.9467 0.9172 0.0295 3.1% 0.0000 0.0% 80% False False 2
10 0.9692 0.9172 0.0520 5.5% 0.0000 0.0% 46% False False 2
20 1.0267 0.9172 0.1095 11.6% 0.0003 0.0% 22% False False 6
40 1.0398 0.9172 0.1226 13.0% 0.0001 0.0% 19% 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 0.9409
2.618 0.9409
1.618 0.9409
1.000 0.9409
0.618 0.9409
HIGH 0.9409
0.618 0.9409
0.500 0.9409
0.382 0.9409
LOW 0.9409
0.618 0.9409
1.000 0.9409
1.618 0.9409
2.618 0.9409
4.250 0.9409
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 0.9409 0.9370
PP 0.9409 0.9330
S1 0.9409 0.9291

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

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