CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 1.0001 0.9930 -0.0071 -0.7% 0.9787
High 1.0001 0.9930 -0.0071 -0.7% 0.9994
Low 1.0001 0.9918 -0.0083 -0.8% 0.9744
Close 1.0001 0.9918 -0.0083 -0.8% 0.9994
Range 0.0000 0.0012 0.0012 0.0250
ATR 0.0075 0.0076 0.0001 0.7% 0.0000
Volume 2 2 0 0.0% 50
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 0.9958 0.9950 0.9925
R3 0.9946 0.9938 0.9921
R2 0.9934 0.9934 0.9920
R1 0.9926 0.9926 0.9919 0.9924
PP 0.9922 0.9922 0.9922 0.9921
S1 0.9914 0.9914 0.9917 0.9912
S2 0.9910 0.9910 0.9916
S3 0.9898 0.9902 0.9915
S4 0.9886 0.9890 0.9911
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0661 1.0577 1.0132
R3 1.0411 1.0327 1.0063
R2 1.0161 1.0161 1.0040
R1 1.0077 1.0077 1.0017 1.0119
PP 0.9911 0.9911 0.9911 0.9932
S1 0.9827 0.9827 0.9971 0.9869
S2 0.9661 0.9661 0.9948
S3 0.9411 0.9577 0.9925
S4 0.9161 0.9327 0.9857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0001 0.9900 0.0101 1.0% 0.0024 0.2% 18% False False 10
10 1.0001 0.9716 0.0285 2.9% 0.0043 0.4% 71% False False 6
20 1.0086 0.9716 0.0370 3.7% 0.0033 0.3% 55% False False 3
40 1.0172 0.9496 0.0676 6.8% 0.0020 0.2% 62% False False 3
60 1.0454 0.9172 0.1282 12.9% 0.0013 0.1% 58% False False 2
80 1.0454 0.9172 0.1282 12.9% 0.0010 0.1% 58% False False 3
100 1.0454 0.9172 0.1282 12.9% 0.0009 0.1% 58% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9981
2.618 0.9961
1.618 0.9949
1.000 0.9942
0.618 0.9937
HIGH 0.9930
0.618 0.9925
0.500 0.9924
0.382 0.9923
LOW 0.9918
0.618 0.9911
1.000 0.9906
1.618 0.9899
2.618 0.9887
4.250 0.9867
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 0.9924 0.9960
PP 0.9922 0.9946
S1 0.9920 0.9932

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

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