CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 0.9505 0.9521 0.0016 0.2% 0.9642
High 0.9505 0.9521 0.0016 0.2% 0.9646
Low 0.9496 0.9521 0.0025 0.3% 0.9496
Close 0.9496 0.9521 0.0025 0.3% 0.9521
Range 0.0009 0.0000 -0.0009 -100.0% 0.0150
ATR 0.0088 0.0084 -0.0005 -5.1% 0.0000
Volume 0 2 2 2
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9521 0.9521 0.9521
R3 0.9521 0.9521 0.9521
R2 0.9521 0.9521 0.9521
R1 0.9521 0.9521 0.9521 0.9521
PP 0.9521 0.9521 0.9521 0.9521
S1 0.9521 0.9521 0.9521 0.9521
S2 0.9521 0.9521 0.9521
S3 0.9521 0.9521 0.9521
S4 0.9521 0.9521 0.9521
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0004 0.9913 0.9604
R3 0.9854 0.9763 0.9562
R2 0.9704 0.9704 0.9549
R1 0.9613 0.9613 0.9535 0.9584
PP 0.9554 0.9554 0.9554 0.9540
S1 0.9463 0.9463 0.9507 0.9434
S2 0.9404 0.9404 0.9494
S3 0.9254 0.9313 0.9480
S4 0.9104 0.9163 0.9439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9805 0.9496 0.0309 3.2% 0.0002 0.0% 8% False False
10 1.0075 0.9496 0.0579 6.1% 0.0001 0.0% 4% False False 3
20 1.0451 0.9496 0.0955 10.0% 0.0001 0.0% 3% False False 3
40 1.0454 0.9172 0.1282 13.5% 0.0001 0.0% 27% False False 2
60 1.0454 0.9172 0.1282 13.5% 0.0001 0.0% 27% False False 3
80 1.0454 0.9172 0.1282 13.5% 0.0002 0.0% 27% False False 4
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9521
2.618 0.9521
1.618 0.9521
1.000 0.9521
0.618 0.9521
HIGH 0.9521
0.618 0.9521
0.500 0.9521
0.382 0.9521
LOW 0.9521
0.618 0.9521
1.000 0.9521
1.618 0.9521
2.618 0.9521
4.250 0.9521
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 0.9521 0.9571
PP 0.9521 0.9554
S1 0.9521 0.9538

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

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