CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 1.0040 1.0095 0.0055 0.5% 0.9980
High 1.0040 1.0095 0.0055 0.5% 1.0095
Low 1.0040 1.0095 0.0055 0.5% 0.9974
Close 1.0040 1.0095 0.0055 0.5% 1.0095
Range
ATR 0.0085 0.0083 -0.0002 -2.5% 0.0000
Volume 14 14 0 0.0% 57
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0095 1.0095 1.0095
R3 1.0095 1.0095 1.0095
R2 1.0095 1.0095 1.0095
R1 1.0095 1.0095 1.0095 1.0095
PP 1.0095 1.0095 1.0095 1.0095
S1 1.0095 1.0095 1.0095 1.0095
S2 1.0095 1.0095 1.0095
S3 1.0095 1.0095 1.0095
S4 1.0095 1.0095 1.0095
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0418 1.0377 1.0162
R3 1.0297 1.0256 1.0128
R2 1.0176 1.0176 1.0117
R1 1.0135 1.0135 1.0106 1.0156
PP 1.0055 1.0055 1.0055 1.0065
S1 1.0014 1.0014 1.0084 1.0035
S2 0.9934 0.9934 1.0073
S3 0.9813 0.9893 1.0062
S4 0.9692 0.9772 1.0028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0095 0.9974 0.0121 1.2% 0.0000 0.0% 100% True False 11
10 1.0328 0.9974 0.0354 3.5% 0.0000 0.0% 34% False False 6
20 1.0398 0.9974 0.0424 4.2% 0.0000 0.0% 29% False False 5
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 1.0095
2.618 1.0095
1.618 1.0095
1.000 1.0095
0.618 1.0095
HIGH 1.0095
0.618 1.0095
0.500 1.0095
0.382 1.0095
LOW 1.0095
0.618 1.0095
1.000 1.0095
1.618 1.0095
2.618 1.0095
4.250 1.0095
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 1.0095 1.0075
PP 1.0095 1.0055
S1 1.0095 1.0035

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

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