CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 0.9928 0.9915 -0.0013 -0.1% 1.0331
High 0.9928 0.9915 -0.0013 -0.1% 1.0331
Low 0.9928 0.9915 -0.0013 -0.1% 1.0093
Close 0.9928 0.9915 -0.0013 -0.1% 1.0155
Range
ATR 0.0090 0.0085 -0.0006 -6.1% 0.0000
Volume 12 12 0 0.0% 4
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9915 0.9915 0.9915
R3 0.9915 0.9915 0.9915
R2 0.9915 0.9915 0.9915
R1 0.9915 0.9915 0.9915 0.9915
PP 0.9915 0.9915 0.9915 0.9915
S1 0.9915 0.9915 0.9915 0.9915
S2 0.9915 0.9915 0.9915
S3 0.9915 0.9915 0.9915
S4 0.9915 0.9915 0.9915
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0907 1.0769 1.0286
R3 1.0669 1.0531 1.0220
R2 1.0431 1.0431 1.0199
R1 1.0293 1.0293 1.0177 1.0243
PP 1.0193 1.0193 1.0193 1.0168
S1 1.0055 1.0055 1.0133 1.0005
S2 0.9955 0.9955 1.0111
S3 0.9717 0.9817 1.0090
S4 0.9479 0.9579 1.0024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0158 0.9915 0.0243 2.5% 0.0003 0.0% 0% False True 4
10 1.0451 0.9915 0.0536 5.4% 0.0001 0.0% 0% False True 2
20 1.0454 0.9915 0.0539 5.4% 0.0001 0.0% 0% False True 2
40 1.0454 0.9172 0.1282 12.9% 0.0002 0.0% 58% False False 3
60 1.0454 0.9172 0.1282 12.9% 0.0001 0.0% 58% False False 3
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 0.9915
2.618 0.9915
1.618 0.9915
1.000 0.9915
0.618 0.9915
HIGH 0.9915
0.618 0.9915
0.500 0.9915
0.382 0.9915
LOW 0.9915
0.618 0.9915
1.000 0.9915
1.618 0.9915
2.618 0.9915
4.250 0.9915
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 0.9915 1.0037
PP 0.9915 0.9996
S1 0.9915 0.9956

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

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