CME Australian Dollar Future June 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 1.0125 1.0111 -0.0014 -0.1% 1.0184
High 1.0157 1.0152 -0.0005 0.0% 1.0211
Low 1.0117 1.0108 -0.0009 -0.1% 1.0062
Close 1.0157 1.0134 -0.0023 -0.2% 1.0066
Range 0.0040 0.0044 0.0004 10.0% 0.0149
ATR 0.0075 0.0073 -0.0002 -2.5% 0.0000
Volume 3 96 93 3,100.0% 132
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0263 1.0243 1.0158
R3 1.0219 1.0199 1.0146
R2 1.0175 1.0175 1.0142
R1 1.0155 1.0155 1.0138 1.0165
PP 1.0131 1.0131 1.0131 1.0137
S1 1.0111 1.0111 1.0130 1.0121
S2 1.0087 1.0087 1.0126
S3 1.0043 1.0067 1.0122
S4 0.9999 1.0023 1.0110
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 1.0157 1.0062 0.0095 0.9% 0.0031 0.3% 76% False False 32
10 1.0211 0.9918 0.0293 2.9% 0.0036 0.4% 74% False False 24
20 1.0211 0.9716 0.0495 4.9% 0.0043 0.4% 84% False False 15
40 1.0211 0.9496 0.0715 7.1% 0.0028 0.3% 89% False False 8
60 1.0454 0.9496 0.0958 9.5% 0.0019 0.2% 67% False False 6
80 1.0454 0.9172 0.1282 12.7% 0.0015 0.1% 75% False False 5
100 1.0454 0.9172 0.1282 12.7% 0.0012 0.1% 75% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0339
2.618 1.0267
1.618 1.0223
1.000 1.0196
0.618 1.0179
HIGH 1.0152
0.618 1.0135
0.500 1.0130
0.382 1.0125
LOW 1.0108
0.618 1.0081
1.000 1.0064
1.618 1.0037
2.618 0.9993
4.250 0.9921
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 1.0133 1.0126
PP 1.0131 1.0118
S1 1.0130 1.0111

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

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