CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 0.9805 0.9642 -0.0163 -1.7% 0.9955
High 0.9805 0.9642 -0.0163 -1.7% 0.9978
Low 0.9805 0.9642 -0.0163 -1.7% 0.9785
Close 0.9805 0.9642 -0.0163 -1.7% 0.9805
Range
ATR 0.0084 0.0090 0.0006 6.7% 0.0000
Volume
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9642 0.9642 0.9642
R3 0.9642 0.9642 0.9642
R2 0.9642 0.9642 0.9642
R1 0.9642 0.9642 0.9642 0.9642
PP 0.9642 0.9642 0.9642 0.9642
S1 0.9642 0.9642 0.9642 0.9642
S2 0.9642 0.9642 0.9642
S3 0.9642 0.9642 0.9642
S4 0.9642 0.9642 0.9642
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0435 1.0313 0.9911
R3 1.0242 1.0120 0.9858
R2 1.0049 1.0049 0.9840
R1 0.9927 0.9927 0.9823 0.9892
PP 0.9856 0.9856 0.9856 0.9838
S1 0.9734 0.9734 0.9787 0.9699
S2 0.9663 0.9663 0.9770
S3 0.9470 0.9541 0.9752
S4 0.9277 0.9348 0.9699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9978 0.9642 0.0336 3.5% 0.0000 0.0% 0% False True 2
10 1.0158 0.9642 0.0516 5.4% 0.0000 0.0% 0% False True 6
20 1.0454 0.9642 0.0812 8.4% 0.0001 0.0% 0% False True 3
40 1.0454 0.9172 0.1282 13.3% 0.0000 0.0% 37% False False 2
60 1.0454 0.9172 0.1282 13.3% 0.0001 0.0% 37% False False 3
80 1.0533 0.9172 0.1361 14.1% 0.0002 0.0% 35% 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 0.9642
2.618 0.9642
1.618 0.9642
1.000 0.9642
0.618 0.9642
HIGH 0.9642
0.618 0.9642
0.500 0.9642
0.382 0.9642
LOW 0.9642
0.618 0.9642
1.000 0.9642
1.618 0.9642
2.618 0.9642
4.250 0.9642
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 0.9642 0.9724
PP 0.9642 0.9696
S1 0.9642 0.9669

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

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