CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 1.0055 1.0083 0.0028 0.3% 0.9600
High 1.0055 1.0083 0.0028 0.3% 1.0060
Low 1.0034 1.0083 0.0049 0.5% 0.9600
Close 1.0034 1.0083 0.0049 0.5% 1.0034
Range 0.0021 0.0000 -0.0021 -100.0% 0.0460
ATR 0.0092 0.0089 -0.0003 -3.3% 0.0000
Volume 0 3 3 2
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0083 1.0083 1.0083
R3 1.0083 1.0083 1.0083
R2 1.0083 1.0083 1.0083
R1 1.0083 1.0083 1.0083 1.0083
PP 1.0083 1.0083 1.0083 1.0083
S1 1.0083 1.0083 1.0083 1.0083
S2 1.0083 1.0083 1.0083
S3 1.0083 1.0083 1.0083
S4 1.0083 1.0083 1.0083
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.1278 1.1116 1.0287
R3 1.0818 1.0656 1.0161
R2 1.0358 1.0358 1.0118
R1 1.0196 1.0196 1.0076 1.0277
PP 0.9898 0.9898 0.9898 0.9939
S1 0.9736 0.9736 0.9992 0.9817
S2 0.9438 0.9438 0.9950
S3 0.8978 0.9276 0.9908
S4 0.8518 0.8816 0.9781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0083 0.9833 0.0250 2.5% 0.0004 0.0% 100% True False 1
10 1.0083 0.9496 0.0587 5.8% 0.0013 0.1% 100% True False
20 1.0158 0.9496 0.0662 6.6% 0.0007 0.1% 89% False False 3
40 1.0454 0.9496 0.0958 9.5% 0.0004 0.0% 61% False False 2
60 1.0454 0.9172 0.1282 12.7% 0.0003 0.0% 71% False False 3
80 1.0454 0.9172 0.1282 12.7% 0.0002 0.0% 71% False False 3
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0083
2.618 1.0083
1.618 1.0083
1.000 1.0083
0.618 1.0083
HIGH 1.0083
0.618 1.0083
0.500 1.0083
0.382 1.0083
LOW 1.0083
0.618 1.0083
1.000 1.0083
1.618 1.0083
2.618 1.0083
4.250 1.0083
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 1.0083 1.0075
PP 1.0083 1.0067
S1 1.0083 1.0059

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

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