CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 0.9833 1.0060 0.0227 2.3% 0.9642
High 0.9833 1.0060 0.0227 2.3% 0.9646
Low 0.9833 1.0060 0.0227 2.3% 0.9496
Close 0.9833 1.0060 0.0227 2.3% 0.9521
Range
ATR 0.0094 0.0103 0.0010 10.2% 0.0000
Volume 2 0 -2 -100.0% 2
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0060 1.0060 1.0060
R3 1.0060 1.0060 1.0060
R2 1.0060 1.0060 1.0060
R1 1.0060 1.0060 1.0060 1.0060
PP 1.0060 1.0060 1.0060 1.0060
S1 1.0060 1.0060 1.0060 1.0060
S2 1.0060 1.0060 1.0060
S3 1.0060 1.0060 1.0060
S4 1.0060 1.0060 1.0060
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 1.0060 0.9496 0.0564 5.6% 0.0022 0.2% 100% True False
10 1.0060 0.9496 0.0564 5.6% 0.0011 0.1% 100% True False
20 1.0172 0.9496 0.0676 6.7% 0.0006 0.1% 83% False False 3
40 1.0454 0.9409 0.1045 10.4% 0.0003 0.0% 62% False False 2
60 1.0454 0.9172 0.1282 12.7% 0.0003 0.0% 69% False False 3
80 1.0454 0.9172 0.1282 12.7% 0.0002 0.0% 69% False False 3
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 1.0060
2.618 1.0060
1.618 1.0060
1.000 1.0060
0.618 1.0060
HIGH 1.0060
0.618 1.0060
0.500 1.0060
0.382 1.0060
LOW 1.0060
0.618 1.0060
1.000 1.0060
1.618 1.0060
2.618 1.0060
4.250 1.0060
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 1.0060 0.9983
PP 1.0060 0.9907
S1 1.0060 0.9830

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

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