CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 1.0696 1.0676 -0.0020 -0.2% 1.0302
High 1.0696 1.0676 -0.0020 -0.2% 1.0550
Low 1.0696 1.0676 -0.0020 -0.2% 1.0302
Close 1.0696 1.0676 -0.0020 -0.2% 1.0550
Range
ATR 0.0055 0.0053 -0.0003 -4.6% 0.0000
Volume 2 2 0 0.0% 6
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0676 1.0676 1.0676
R3 1.0676 1.0676 1.0676
R2 1.0676 1.0676 1.0676
R1 1.0676 1.0676 1.0676 1.0676
PP 1.0676 1.0676 1.0676 1.0676
S1 1.0676 1.0676 1.0676 1.0676
S2 1.0676 1.0676 1.0676
S3 1.0676 1.0676 1.0676
S4 1.0676 1.0676 1.0676
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1211 1.1129 1.0686
R3 1.0963 1.0881 1.0618
R2 1.0715 1.0715 1.0595
R1 1.0633 1.0633 1.0573 1.0674
PP 1.0467 1.0467 1.0467 1.0488
S1 1.0385 1.0385 1.0527 1.0426
S2 1.0219 1.0219 1.0505
S3 0.9971 1.0137 1.0482
S4 0.9723 0.9889 1.0414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0696 1.0550 0.0146 1.4% 0.0000 0.0% 86% False False 2
10 1.0696 1.0302 0.0394 3.7% 0.0000 0.0% 95% False False 1
20 1.0696 1.0302 0.0394 3.7% 0.0000 0.0% 95% False False 1
40 1.0696 1.0100 0.0596 5.6% 0.0000 0.0% 97% False False 1
60 1.0696 1.0100 0.0596 5.6% 0.0000 0.0% 97% False 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0676
2.618 1.0676
1.618 1.0676
1.000 1.0676
0.618 1.0676
HIGH 1.0676
0.618 1.0676
0.500 1.0676
0.382 1.0676
LOW 1.0676
0.618 1.0676
1.000 1.0676
1.618 1.0676
2.618 1.0676
4.250 1.0676
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 1.0676 1.0675
PP 1.0676 1.0675
S1 1.0676 1.0674

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

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