CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 0.9642 0.9646 0.0004 0.0% 0.9955
High 0.9642 0.9646 0.0004 0.0% 0.9978
Low 0.9642 0.9646 0.0004 0.0% 0.9785
Close 0.9642 0.9646 0.0004 0.0% 0.9805
Range
ATR 0.0090 0.0083 -0.0006 -6.8% 0.0000
Volume
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9646 0.9646 0.9646
R3 0.9646 0.9646 0.9646
R2 0.9646 0.9646 0.9646
R1 0.9646 0.9646 0.9646 0.9646
PP 0.9646 0.9646 0.9646 0.9646
S1 0.9646 0.9646 0.9646 0.9646
S2 0.9646 0.9646 0.9646
S3 0.9646 0.9646 0.9646
S4 0.9646 0.9646 0.9646
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0435 1.0313 0.9911
R3 1.0242 1.0120 0.9858
R2 1.0049 1.0049 0.9840
R1 0.9927 0.9927 0.9823 0.9892
PP 0.9856 0.9856 0.9856 0.9838
S1 0.9734 0.9734 0.9787 0.9699
S2 0.9663 0.9663 0.9770
S3 0.9470 0.9541 0.9752
S4 0.9277 0.9348 0.9699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9943 0.9642 0.0301 3.1% 0.0000 0.0% 1% False False
10 1.0075 0.9642 0.0433 4.5% 0.0000 0.0% 1% False False 6
20 1.0454 0.9642 0.0812 8.4% 0.0001 0.0% 0% False False 3
40 1.0454 0.9172 0.1282 13.3% 0.0000 0.0% 37% False False 2
60 1.0454 0.9172 0.1282 13.3% 0.0001 0.0% 37% False False 3
80 1.0454 0.9172 0.1282 13.3% 0.0002 0.0% 37% 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 0.9646
2.618 0.9646
1.618 0.9646
1.000 0.9646
0.618 0.9646
HIGH 0.9646
0.618 0.9646
0.500 0.9646
0.382 0.9646
LOW 0.9646
0.618 0.9646
1.000 0.9646
1.618 0.9646
2.618 0.9646
4.250 0.9646
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 0.9646 0.9724
PP 0.9646 0.9698
S1 0.9646 0.9672

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

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