CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 1.0357 1.0224 -0.0133 -1.3% 1.0269
High 1.0357 1.0224 -0.0133 -1.3% 1.0419
Low 1.0357 1.0224 -0.0133 -1.3% 1.0224
Close 1.0357 1.0224 -0.0133 -1.3% 1.0224
Range
ATR 0.0084 0.0087 0.0004 4.2% 0.0000
Volume 3 3 0 0.0% 12
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0224 1.0224 1.0224
R3 1.0224 1.0224 1.0224
R2 1.0224 1.0224 1.0224
R1 1.0224 1.0224 1.0224 1.0224
PP 1.0224 1.0224 1.0224 1.0224
S1 1.0224 1.0224 1.0224 1.0224
S2 1.0224 1.0224 1.0224
S3 1.0224 1.0224 1.0224
S4 1.0224 1.0224 1.0224
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0874 1.0744 1.0331
R3 1.0679 1.0549 1.0278
R2 1.0484 1.0484 1.0260
R1 1.0354 1.0354 1.0242 1.0322
PP 1.0289 1.0289 1.0289 1.0273
S1 1.0159 1.0159 1.0206 1.0127
S2 1.0094 1.0094 1.0188
S3 0.9899 0.9964 1.0170
S4 0.9704 0.9769 1.0117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0419 1.0224 0.0195 1.9% 0.0000 0.0% 0% False True 3
10 1.0511 1.0224 0.0287 2.8% 0.0000 0.0% 0% False True 3
20 1.0511 1.0126 0.0385 3.8% 0.0000 0.0% 25% False False 4
40 1.0696 0.9853 0.0843 8.2% 0.0001 0.0% 44% False False 3
60 1.0696 0.9853 0.0843 8.2% 0.0000 0.0% 44% False False 2
80 1.0696 0.9853 0.0843 8.2% 0.0000 0.0% 44% False False 2
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 1.0224
2.618 1.0224
1.618 1.0224
1.000 1.0224
0.618 1.0224
HIGH 1.0224
0.618 1.0224
0.500 1.0224
0.382 1.0224
LOW 1.0224
0.618 1.0224
1.000 1.0224
1.618 1.0224
2.618 1.0224
4.250 1.0224
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 1.0224 1.0322
PP 1.0224 1.0289
S1 1.0224 1.0257

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

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