CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 1.0157 1.0100 -0.0057 -0.6% 1.0220
High 1.0157 1.0100 -0.0057 -0.6% 1.0260
Low 1.0157 1.0100 -0.0057 -0.6% 1.0150
Close 1.0157 1.0097 -0.0060 -0.6% 1.0157
Range
ATR 0.0056 0.0056 0.0000 0.1% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0099 1.0098 1.0097
R3 1.0099 1.0098 1.0097
R2 1.0099 1.0099 1.0097
R1 1.0098 1.0098 1.0097 1.0099
PP 1.0099 1.0099 1.0099 1.0099
S1 1.0098 1.0098 1.0097 1.0099
S2 1.0099 1.0099 1.0097
S3 1.0099 1.0098 1.0097
S4 1.0099 1.0098 1.0097
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0519 1.0448 1.0218
R3 1.0409 1.0338 1.0187
R2 1.0299 1.0299 1.0177
R1 1.0228 1.0228 1.0167 1.0209
PP 1.0189 1.0189 1.0189 1.0179
S1 1.0118 1.0118 1.0147 1.0099
S2 1.0079 1.0079 1.0137
S3 0.9969 1.0008 1.0127
S4 0.9859 0.9898 1.0097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0260 1.0100 0.0160 1.6% 0.0000 0.0% -2% False True 1
10 1.0324 1.0100 0.0224 2.2% 0.0000 0.0% -1% False True 1
20 1.0347 1.0100 0.0247 2.4% 0.0000 0.0% -1% False True 1
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 1.0100
2.618 1.0100
1.618 1.0100
1.000 1.0100
0.618 1.0100
HIGH 1.0100
0.618 1.0100
0.500 1.0100
0.382 1.0100
LOW 1.0100
0.618 1.0100
1.000 1.0100
1.618 1.0100
2.618 1.0100
4.250 1.0100
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 1.0100 1.0129
PP 1.0099 1.0118
S1 1.0098 1.0108

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

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