CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 1.0083 1.0023 -0.0060 -0.6% 0.9600
High 1.0083 1.0067 -0.0016 -0.2% 1.0060
Low 1.0083 1.0023 -0.0060 -0.6% 0.9600
Close 1.0083 1.0067 -0.0016 -0.2% 1.0034
Range 0.0000 0.0044 0.0044 0.0460
ATR 0.0089 0.0087 -0.0002 -2.3% 0.0000
Volume 3 0 -3 -100.0% 2
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0184 1.0170 1.0091
R3 1.0140 1.0126 1.0079
R2 1.0096 1.0096 1.0075
R1 1.0082 1.0082 1.0071 1.0089
PP 1.0052 1.0052 1.0052 1.0056
S1 1.0038 1.0038 1.0063 1.0045
S2 1.0008 1.0008 1.0059
S3 0.9964 0.9994 1.0055
S4 0.9920 0.9950 1.0043
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 1.0023 0.0060 0.6% 0.0013 0.1% 73% False True
10 1.0083 0.9496 0.0587 5.8% 0.0018 0.2% 97% False False
20 1.0158 0.9496 0.0662 6.6% 0.0009 0.1% 86% False False 3
40 1.0454 0.9496 0.0958 9.5% 0.0005 0.0% 60% False False 2
60 1.0454 0.9172 0.1282 12.7% 0.0004 0.0% 70% False False 3
80 1.0454 0.9172 0.1282 12.7% 0.0003 0.0% 70% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0254
2.618 1.0182
1.618 1.0138
1.000 1.0111
0.618 1.0094
HIGH 1.0067
0.618 1.0050
0.500 1.0045
0.382 1.0040
LOW 1.0023
0.618 0.9996
1.000 0.9979
1.618 0.9952
2.618 0.9908
4.250 0.9836
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 1.0060 1.0062
PP 1.0052 1.0058
S1 1.0045 1.0053

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

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