CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 0.9792 0.9787 -0.0005 -0.1% 0.9906
High 0.9792 0.9787 -0.0005 -0.1% 0.9937
Low 0.9782 0.9744 -0.0038 -0.4% 0.9716
Close 0.9782 0.9744 -0.0038 -0.4% 0.9782
Range 0.0010 0.0043 0.0033 330.0% 0.0221
ATR 0.0083 0.0080 -0.0003 -3.5% 0.0000
Volume 2 2 0 0.0% 11
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 0.9887 0.9859 0.9768
R3 0.9844 0.9816 0.9756
R2 0.9801 0.9801 0.9752
R1 0.9773 0.9773 0.9748 0.9766
PP 0.9758 0.9758 0.9758 0.9755
S1 0.9730 0.9730 0.9740 0.9723
S2 0.9715 0.9715 0.9736
S3 0.9672 0.9687 0.9732
S4 0.9629 0.9644 0.9720
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0475 1.0349 0.9904
R3 1.0254 1.0128 0.9843
R2 1.0033 1.0033 0.9823
R1 0.9907 0.9907 0.9802 0.9860
PP 0.9812 0.9812 0.9812 0.9788
S1 0.9686 0.9686 0.9762 0.9639
S2 0.9591 0.9591 0.9741
S3 0.9370 0.9465 0.9721
S4 0.9149 0.9244 0.9660
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9937 0.9716 0.0221 2.3% 0.0058 0.6% 13% False False 2
10 1.0086 0.9716 0.0370 3.8% 0.0041 0.4% 8% False False 1
20 1.0086 0.9496 0.0590 6.1% 0.0027 0.3% 42% False False 1
40 1.0454 0.9496 0.0958 9.8% 0.0014 0.1% 26% False False 2
60 1.0454 0.9172 0.1282 13.2% 0.0009 0.1% 45% False False 2
80 1.0454 0.9172 0.1282 13.2% 0.0008 0.1% 45% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9970
2.618 0.9900
1.618 0.9857
1.000 0.9830
0.618 0.9814
HIGH 0.9787
0.618 0.9771
0.500 0.9766
0.382 0.9760
LOW 0.9744
0.618 0.9717
1.000 0.9701
1.618 0.9674
2.618 0.9631
4.250 0.9561
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 0.9766 0.9767
PP 0.9758 0.9759
S1 0.9751 0.9752

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

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