CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 1.0121 1.0070 -0.0051 -0.5% 1.0184
High 1.0121 1.0079 -0.0042 -0.4% 1.0211
Low 1.0070 1.0062 -0.0008 -0.1% 1.0062
Close 1.0096 1.0066 -0.0030 -0.3% 1.0066
Range 0.0051 0.0017 -0.0034 -66.7% 0.0149
ATR 0.0083 0.0079 -0.0003 -4.2% 0.0000
Volume 40 13 -27 -67.5% 132
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0120 1.0110 1.0075
R3 1.0103 1.0093 1.0071
R2 1.0086 1.0086 1.0069
R1 1.0076 1.0076 1.0068 1.0073
PP 1.0069 1.0069 1.0069 1.0067
S1 1.0059 1.0059 1.0064 1.0056
S2 1.0052 1.0052 1.0063
S3 1.0035 1.0042 1.0061
S4 1.0018 1.0025 1.0057
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0560 1.0462 1.0148
R3 1.0411 1.0313 1.0107
R2 1.0262 1.0262 1.0093
R1 1.0164 1.0164 1.0080 1.0139
PP 1.0113 1.0113 1.0113 1.0100
S1 1.0015 1.0015 1.0052 0.9990
S2 0.9964 0.9964 1.0039
S3 0.9815 0.9866 1.0025
S4 0.9666 0.9717 0.9984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0211 0.9998 0.0213 2.1% 0.0052 0.5% 32% False False 26
10 1.0211 0.9918 0.0293 2.9% 0.0031 0.3% 51% False False 17
20 1.0211 0.9716 0.0495 4.9% 0.0043 0.4% 71% False False 10
40 1.0211 0.9496 0.0715 7.1% 0.0026 0.3% 80% False False 6
60 1.0454 0.9496 0.0958 9.5% 0.0017 0.2% 59% False False 4
80 1.0454 0.9172 0.1282 12.7% 0.0014 0.1% 70% False False 5
100 1.0454 0.9172 0.1282 12.7% 0.0011 0.1% 70% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0151
2.618 1.0124
1.618 1.0107
1.000 1.0096
0.618 1.0090
HIGH 1.0079
0.618 1.0073
0.500 1.0071
0.382 1.0068
LOW 1.0062
0.618 1.0051
1.000 1.0045
1.618 1.0034
2.618 1.0017
4.250 0.9990
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 1.0071 1.0128
PP 1.0069 1.0107
S1 1.0068 1.0087

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

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