CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 1.0353 1.0443 0.0090 0.9% 1.0100
High 1.0353 1.0443 0.0090 0.9% 1.0443
Low 1.0353 1.0443 0.0090 0.9% 1.0100
Close 1.0353 1.0443 0.0090 0.9% 1.0443
Range
ATR 0.0061 0.0063 0.0002 3.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0443 1.0443 1.0443
R3 1.0443 1.0443 1.0443
R2 1.0443 1.0443 1.0443
R1 1.0443 1.0443 1.0443 1.0443
PP 1.0443 1.0443 1.0443 1.0443
S1 1.0443 1.0443 1.0443 1.0443
S2 1.0443 1.0443 1.0443
S3 1.0443 1.0443 1.0443
S4 1.0443 1.0443 1.0443
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1358 1.1243 1.0632
R3 1.1015 1.0900 1.0537
R2 1.0672 1.0672 1.0506
R1 1.0557 1.0557 1.0474 1.0615
PP 1.0329 1.0329 1.0329 1.0357
S1 1.0214 1.0214 1.0412 1.0272
S2 0.9986 0.9986 1.0380
S3 0.9643 0.9871 1.0349
S4 0.9300 0.9528 1.0254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0443 1.0353 0.0090 0.9% 0.0000 0.0% 100% True False 1
10 1.0443 1.0100 0.0343 3.3% 0.0000 0.0% 100% True False 1
20 1.0443 1.0100 0.0343 3.3% 0.0000 0.0% 100% True False 1
40 1.0443 1.0100 0.0343 3.3% 0.0000 0.0% 100% True False 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 1.0443
2.618 1.0443
1.618 1.0443
1.000 1.0443
0.618 1.0443
HIGH 1.0443
0.618 1.0443
0.500 1.0443
0.382 1.0443
LOW 1.0443
0.618 1.0443
1.000 1.0443
1.618 1.0443
2.618 1.0443
4.250 1.0443
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 1.0443 1.0428
PP 1.0443 1.0413
S1 1.0443 1.0398

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

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