CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 0.9521 0.9600 0.0079 0.8% 0.9642
High 0.9521 0.9701 0.0180 1.9% 0.9646
Low 0.9521 0.9600 0.0079 0.8% 0.9496
Close 0.9521 0.9701 0.0180 1.9% 0.9521
Range 0.0000 0.0101 0.0101 0.0150
ATR 0.0084 0.0091 0.0007 8.2% 0.0000
Volume 2 0 -2 -100.0% 2
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9970 0.9937 0.9757
R3 0.9869 0.9836 0.9729
R2 0.9768 0.9768 0.9720
R1 0.9735 0.9735 0.9710 0.9752
PP 0.9667 0.9667 0.9667 0.9676
S1 0.9634 0.9634 0.9692 0.9651
S2 0.9566 0.9566 0.9682
S3 0.9465 0.9533 0.9673
S4 0.9364 0.9432 0.9645
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0004 0.9913 0.9604
R3 0.9854 0.9763 0.9562
R2 0.9704 0.9704 0.9549
R1 0.9613 0.9613 0.9535 0.9584
PP 0.9554 0.9554 0.9554 0.9540
S1 0.9463 0.9463 0.9507 0.9434
S2 0.9404 0.9404 0.9494
S3 0.9254 0.9313 0.9480
S4 0.9104 0.9163 0.9439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9701 0.9496 0.0205 2.1% 0.0022 0.2% 100% True False
10 0.9978 0.9496 0.0482 5.0% 0.0011 0.1% 43% False False 2
20 1.0331 0.9496 0.0835 8.6% 0.0006 0.1% 25% False False 3
40 1.0454 0.9172 0.1282 13.2% 0.0003 0.0% 41% False False 2
60 1.0454 0.9172 0.1282 13.2% 0.0003 0.0% 41% False False 3
80 1.0454 0.9172 0.1282 13.2% 0.0004 0.0% 41% False False 4
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 1.0130
2.618 0.9965
1.618 0.9864
1.000 0.9802
0.618 0.9763
HIGH 0.9701
0.618 0.9662
0.500 0.9651
0.382 0.9639
LOW 0.9600
0.618 0.9538
1.000 0.9499
1.618 0.9437
2.618 0.9336
4.250 0.9171
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 0.9684 0.9667
PP 0.9667 0.9633
S1 0.9651 0.9599

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

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