CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 1.0155 1.0155 0.0000 0.0% 1.0331
High 1.0155 1.0155 0.0000 0.0% 1.0331
Low 1.0155 1.0141 -0.0014 -0.1% 1.0093
Close 1.0155 1.0141 -0.0014 -0.1% 1.0155
Range 0.0000 0.0014 0.0014 0.0238
ATR 0.0090 0.0084 -0.0005 -6.0% 0.0000
Volume
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0188 1.0178 1.0149
R3 1.0174 1.0164 1.0145
R2 1.0160 1.0160 1.0144
R1 1.0150 1.0150 1.0142 1.0148
PP 1.0146 1.0146 1.0146 1.0145
S1 1.0136 1.0136 1.0140 1.0134
S2 1.0132 1.0132 1.0138
S3 1.0118 1.0122 1.0137
S4 1.0104 1.0108 1.0133
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0907 1.0769 1.0286
R3 1.0669 1.0531 1.0220
R2 1.0431 1.0431 1.0199
R1 1.0293 1.0293 1.0177 1.0243
PP 1.0193 1.0193 1.0193 1.0168
S1 1.0055 1.0055 1.0133 1.0005
S2 0.9955 0.9955 1.0111
S3 0.9717 0.9817 1.0090
S4 0.9479 0.9579 1.0024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0172 1.0093 0.0079 0.8% 0.0003 0.0% 61% False False
10 1.0454 1.0093 0.0361 3.6% 0.0001 0.0% 13% False False
20 1.0454 0.9731 0.0723 7.1% 0.0001 0.0% 57% False False 1
40 1.0454 0.9172 0.1282 12.6% 0.0002 0.0% 76% False False 3
60 1.0454 0.9172 0.1282 12.6% 0.0001 0.0% 76% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.0215
2.618 1.0192
1.618 1.0178
1.000 1.0169
0.618 1.0164
HIGH 1.0155
0.618 1.0150
0.500 1.0148
0.382 1.0146
LOW 1.0141
0.618 1.0132
1.000 1.0127
1.618 1.0118
2.618 1.0104
4.250 1.0082
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 1.0148 1.0157
PP 1.0146 1.0151
S1 1.0143 1.0146

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

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