CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 1.0648 1.0515 -0.0133 -1.2% 1.0552
High 1.0648 1.0515 -0.0133 -1.2% 1.0696
Low 1.0648 1.0515 -0.0133 -1.2% 1.0552
Close 1.0648 1.0515 -0.0133 -1.2% 1.0692
Range
ATR 0.0050 0.0056 0.0006 11.9% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0515 1.0515 1.0515
R3 1.0515 1.0515 1.0515
R2 1.0515 1.0515 1.0515
R1 1.0515 1.0515 1.0515 1.0515
PP 1.0515 1.0515 1.0515 1.0515
S1 1.0515 1.0515 1.0515 1.0515
S2 1.0515 1.0515 1.0515
S3 1.0515 1.0515 1.0515
S4 1.0515 1.0515 1.0515
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1079 1.1029 1.0771
R3 1.0935 1.0885 1.0732
R2 1.0791 1.0791 1.0718
R1 1.0741 1.0741 1.0705 1.0766
PP 1.0647 1.0647 1.0647 1.0659
S1 1.0597 1.0597 1.0679 1.0622
S2 1.0503 1.0503 1.0666
S3 1.0359 1.0453 1.0652
S4 1.0215 1.0309 1.0613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0696 1.0515 0.0181 1.7% 0.0000 0.0% 0% False True 2
10 1.0696 1.0434 0.0262 2.5% 0.0000 0.0% 31% False False 1
20 1.0696 1.0302 0.0394 3.7% 0.0000 0.0% 54% False False 1
40 1.0696 1.0100 0.0596 5.7% 0.0000 0.0% 70% False False 1
60 1.0696 1.0100 0.0596 5.7% 0.0000 0.0% 70% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0515
2.618 1.0515
1.618 1.0515
1.000 1.0515
0.618 1.0515
HIGH 1.0515
0.618 1.0515
0.500 1.0515
0.382 1.0515
LOW 1.0515
0.618 1.0515
1.000 1.0515
1.618 1.0515
2.618 1.0515
4.250 1.0515
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 1.0515 1.0604
PP 1.0515 1.0574
S1 1.0515 1.0545

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

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