CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 1.0451 1.0331 -0.0120 -1.1% 1.0218
High 1.0451 1.0331 -0.0120 -1.1% 1.0454
Low 1.0451 1.0331 -0.0120 -1.1% 1.0136
Close 1.0446 1.0331 -0.0115 -1.1% 1.0446
Range
ATR 0.0092 0.0094 0.0002 1.8% 0.0000
Volume 1 2 1 100.0% 5
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0331 1.0331 1.0331
R3 1.0331 1.0331 1.0331
R2 1.0331 1.0331 1.0331
R1 1.0331 1.0331 1.0331 1.0331
PP 1.0331 1.0331 1.0331 1.0331
S1 1.0331 1.0331 1.0331 1.0331
S2 1.0331 1.0331 1.0331
S3 1.0331 1.0331 1.0331
S4 1.0331 1.0331 1.0331
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1299 1.1191 1.0621
R3 1.0981 1.0873 1.0533
R2 1.0663 1.0663 1.0504
R1 1.0555 1.0555 1.0475 1.0609
PP 1.0345 1.0345 1.0345 1.0373
S1 1.0237 1.0237 1.0417 1.0291
S2 1.0027 1.0027 1.0388
S3 0.9709 0.9919 1.0359
S4 0.9391 0.9601 1.0271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0454 1.0136 0.0318 3.1% 0.0000 0.0% 61% False False 1
10 1.0454 0.9958 0.0496 4.8% 0.0000 0.0% 75% False False 1
20 1.0454 0.9172 0.1282 12.4% 0.0000 0.0% 90% False False 1
40 1.0454 0.9172 0.1282 12.4% 0.0001 0.0% 90% False False 3
60 1.0454 0.9172 0.1282 12.4% 0.0003 0.0% 90% 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 1.0331
2.618 1.0331
1.618 1.0331
1.000 1.0331
0.618 1.0331
HIGH 1.0331
0.618 1.0331
0.500 1.0331
0.382 1.0331
LOW 1.0331
0.618 1.0331
1.000 1.0331
1.618 1.0331
2.618 1.0331
4.250 1.0331
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 1.0331 1.0393
PP 1.0331 1.0372
S1 1.0331 1.0352

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

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