CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 0.9975 1.0069 0.0094 0.9% 0.9757
High 0.9975 1.0069 0.0094 0.9% 0.9975
Low 0.9975 1.0069 0.0094 0.9% 0.9731
Close 1.0069 0.9935 -0.0134 -1.3% 1.0069
Range
ATR 0.0104 0.0097 -0.0007 -7.1% 0.0000
Volume 2 1 -1 -50.0% 10
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0024 0.9980 0.9935
R3 1.0024 0.9980 0.9935
R2 1.0024 1.0024 0.9935
R1 0.9980 0.9980 0.9935 1.0002
PP 1.0024 1.0024 1.0024 1.0036
S1 0.9980 0.9980 0.9935 1.0002
S2 1.0024 1.0024 0.9935
S3 1.0024 0.9980 0.9935
S4 1.0024 0.9980 0.9935
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0657 1.0607 1.0203
R3 1.0413 1.0363 1.0136
R2 1.0169 1.0169 1.0114
R1 1.0119 1.0119 1.0091 1.0144
PP 0.9925 0.9925 0.9925 0.9938
S1 0.9875 0.9875 1.0047 0.9900
S2 0.9681 0.9681 1.0024
S3 0.9437 0.9631 1.0002
S4 0.9193 0.9387 0.9935
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0069 0.9731 0.0338 3.4% 0.0000 0.0% 60% True False 1
10 1.0069 0.9172 0.0897 9.0% 0.0000 0.0% 85% True False 1
20 1.0069 0.9172 0.0897 9.0% 0.0003 0.0% 85% True False 3
40 1.0398 0.9172 0.1226 12.3% 0.0001 0.0% 62% False False 4
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 1.0069
2.618 1.0069
1.618 1.0069
1.000 1.0069
0.618 1.0069
HIGH 1.0069
0.618 1.0069
0.500 1.0069
0.382 1.0069
LOW 1.0069
0.618 1.0069
1.000 1.0069
1.618 1.0069
2.618 1.0069
4.250 1.0069
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 1.0069 1.0003
PP 1.0024 0.9980
S1 0.9980 0.9958

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

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