CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 0.9512 0.9536 0.0024 0.3% 0.9325
High 0.9512 0.9536 0.0024 0.3% 0.9536
Low 0.9512 0.9536 0.0024 0.3% 0.9172
Close 0.9512 0.9536 0.0024 0.3% 0.9536
Range
ATR 0.0116 0.0110 -0.0007 -5.7% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9536 0.9536 0.9536
R3 0.9536 0.9536 0.9536
R2 0.9536 0.9536 0.9536
R1 0.9536 0.9536 0.9536 0.9536
PP 0.9536 0.9536 0.9536 0.9536
S1 0.9536 0.9536 0.9536 0.9536
S2 0.9536 0.9536 0.9536
S3 0.9536 0.9536 0.9536
S4 0.9536 0.9536 0.9536
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0507 1.0385 0.9736
R3 1.0143 1.0021 0.9636
R2 0.9779 0.9779 0.9603
R1 0.9657 0.9657 0.9569 0.9718
PP 0.9415 0.9415 0.9415 0.9445
S1 0.9293 0.9293 0.9503 0.9354
S2 0.9051 0.9051 0.9469
S3 0.8687 0.8929 0.9436
S4 0.8323 0.8565 0.9336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9536 0.9172 0.0364 3.8% 0.0000 0.0% 100% True False 2
10 0.9692 0.9172 0.0520 5.5% 0.0000 0.0% 70% False False 2
20 1.0095 0.9172 0.0923 9.7% 0.0003 0.0% 39% False False 6
40 1.0398 0.9172 0.1226 12.9% 0.0001 0.0% 30% 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 0.9536
2.618 0.9536
1.618 0.9536
1.000 0.9536
0.618 0.9536
HIGH 0.9536
0.618 0.9536
0.500 0.9536
0.382 0.9536
LOW 0.9536
0.618 0.9536
1.000 0.9536
1.618 0.9536
2.618 0.9536
4.250 0.9536
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 0.9536 0.9515
PP 0.9536 0.9494
S1 0.9536 0.9473

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

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