CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 1.0348 1.0378 0.0030 0.3% 1.0431
High 1.0376 1.0378 0.0002 0.0% 1.0440
Low 1.0348 1.0378 0.0030 0.3% 1.0340
Close 1.0364 1.0389 0.0025 0.2% 1.0461
Range 0.0028 0.0000 -0.0028 -100.0% 0.0100
ATR 0.0058 0.0054 -0.0003 -5.4% 0.0000
Volume 2 9 7 350.0% 21
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0382 1.0385 1.0389
R3 1.0382 1.0385 1.0389
R2 1.0382 1.0382 1.0389
R1 1.0385 1.0385 1.0389 1.0384
PP 1.0382 1.0382 1.0382 1.0381
S1 1.0385 1.0385 1.0389 1.0384
S2 1.0382 1.0382 1.0389
S3 1.0382 1.0385 1.0389
S4 1.0382 1.0385 1.0389
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0714 1.0687 1.0516
R3 1.0614 1.0587 1.0489
R2 1.0514 1.0514 1.0479
R1 1.0487 1.0487 1.0470 1.0501
PP 1.0414 1.0414 1.0414 1.0420
S1 1.0387 1.0387 1.0452 1.0401
S2 1.0314 1.0314 1.0443
S3 1.0214 1.0287 1.0434
S4 1.0114 1.0187 1.0406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0485 1.0348 0.0137 1.3% 0.0012 0.1% 30% False False 6
10 1.0485 1.0340 0.0145 1.4% 0.0012 0.1% 34% False False 5
20 1.0485 1.0200 0.0285 2.7% 0.0006 0.1% 66% False False 8
40 1.0651 1.0170 0.0481 4.6% 0.0005 0.0% 46% False False 6
60 1.0651 0.9483 0.1168 11.2% 0.0004 0.0% 78% False False 5
80 1.0651 0.9483 0.1168 11.2% 0.0003 0.0% 78% False False 4
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 1.0378
2.618 1.0378
1.618 1.0378
1.000 1.0378
0.618 1.0378
HIGH 1.0378
0.618 1.0378
0.500 1.0378
0.382 1.0378
LOW 1.0378
0.618 1.0378
1.000 1.0378
1.618 1.0378
2.618 1.0378
4.250 1.0378
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 1.0385 1.0405
PP 1.0382 1.0400
S1 1.0378 1.0394

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

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