CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 0.9989 0.9900 -0.0089 -0.9% 0.9980
High 0.9989 0.9900 -0.0089 -0.9% 1.0095
Low 0.9989 0.9850 -0.0139 -1.4% 0.9974
Close 0.9989 0.9845 -0.0144 -1.4% 1.0095
Range 0.0000 0.0050 0.0050 0.0121
ATR 0.0091 0.0094 0.0003 3.8% 0.0000
Volume 14 14 0 0.0% 57
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0015 0.9980 0.9873
R3 0.9965 0.9930 0.9859
R2 0.9915 0.9915 0.9854
R1 0.9880 0.9880 0.9850 0.9873
PP 0.9865 0.9865 0.9865 0.9861
S1 0.9830 0.9830 0.9840 0.9823
S2 0.9815 0.9815 0.9836
S3 0.9765 0.9780 0.9831
S4 0.9715 0.9730 0.9818
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 0.9850 0.0245 2.5% 0.0010 0.1% -2% False True 14
10 1.0267 0.9850 0.0417 4.2% 0.0005 0.1% -1% False True 10
20 1.0398 0.9850 0.0548 5.6% 0.0003 0.0% -1% False True 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1.0113
2.618 1.0031
1.618 0.9981
1.000 0.9950
0.618 0.9931
HIGH 0.9900
0.618 0.9881
0.500 0.9875
0.382 0.9869
LOW 0.9850
0.618 0.9819
1.000 0.9800
1.618 0.9769
2.618 0.9719
4.250 0.9638
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 0.9875 0.9920
PP 0.9865 0.9895
S1 0.9855 0.9870

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

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