CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 1.0198 1.0136 -0.0062 -0.6% 1.0069
High 1.0198 1.0136 -0.0062 -0.6% 1.0073
Low 1.0198 1.0136 -0.0062 -0.6% 0.9958
Close 1.0198 1.0136 -0.0062 -0.6% 1.0073
Range
ATR 0.0083 0.0082 -0.0002 -1.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0136 1.0136 1.0136
R3 1.0136 1.0136 1.0136
R2 1.0136 1.0136 1.0136
R1 1.0136 1.0136 1.0136 1.0136
PP 1.0136 1.0136 1.0136 1.0136
S1 1.0136 1.0136 1.0136 1.0136
S2 1.0136 1.0136 1.0136
S3 1.0136 1.0136 1.0136
S4 1.0136 1.0136 1.0136
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0380 1.0341 1.0136
R3 1.0265 1.0226 1.0105
R2 1.0150 1.0150 1.0094
R1 1.0111 1.0111 1.0084 1.0131
PP 1.0035 1.0035 1.0035 1.0044
S1 0.9996 0.9996 1.0062 1.0016
S2 0.9920 0.9920 1.0052
S3 0.9805 0.9881 1.0041
S4 0.9690 0.9766 1.0010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0218 0.9995 0.0223 2.2% 0.0000 0.0% 63% False False 1
10 1.0218 0.9937 0.0281 2.8% 0.0000 0.0% 71% False False 1
20 1.0218 0.9172 0.1046 10.3% 0.0000 0.0% 92% False False 1
40 1.0398 0.9172 0.1226 12.1% 0.0001 0.0% 79% False False 3
60 1.0398 0.9172 0.1226 12.1% 0.0003 0.0% 79% False False 4
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 1.0136
2.618 1.0136
1.618 1.0136
1.000 1.0136
0.618 1.0136
HIGH 1.0136
0.618 1.0136
0.500 1.0136
0.382 1.0136
LOW 1.0136
0.618 1.0136
1.000 1.0136
1.618 1.0136
2.618 1.0136
4.250 1.0136
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 1.0136 1.0177
PP 1.0136 1.0163
S1 1.0136 1.0150

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

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