CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 1.0383 1.0300 -0.0083 -0.8% 1.0102
High 1.0383 1.0326 -0.0057 -0.5% 1.0319
Low 1.0347 1.0286 -0.0061 -0.6% 1.0102
Close 1.0370 1.0326 -0.0044 -0.4% 1.0314
Range 0.0036 0.0040 0.0004 11.1% 0.0217
ATR 0.0075 0.0076 0.0001 0.8% 0.0000
Volume 38 31 -7 -18.4% 426
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0433 1.0419 1.0348
R3 1.0393 1.0379 1.0337
R2 1.0353 1.0353 1.0333
R1 1.0339 1.0339 1.0330 1.0346
PP 1.0313 1.0313 1.0313 1.0316
S1 1.0299 1.0299 1.0322 1.0306
S2 1.0273 1.0273 1.0319
S3 1.0233 1.0259 1.0315
S4 1.0193 1.0219 1.0304
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0896 1.0822 1.0433
R3 1.0679 1.0605 1.0374
R2 1.0462 1.0462 1.0354
R1 1.0388 1.0388 1.0334 1.0425
PP 1.0245 1.0245 1.0245 1.0264
S1 1.0171 1.0171 1.0294 1.0208
S2 1.0028 1.0028 1.0274
S3 0.9811 0.9954 1.0254
S4 0.9594 0.9737 1.0195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0383 1.0211 0.0172 1.7% 0.0045 0.4% 67% False False 50
10 1.0383 1.0080 0.0303 2.9% 0.0063 0.6% 81% False False 70
20 1.0383 0.9918 0.0465 4.5% 0.0047 0.5% 88% False False 43
40 1.0383 0.9521 0.0862 8.3% 0.0041 0.4% 93% False False 23
60 1.0454 0.9496 0.0958 9.3% 0.0028 0.3% 87% False False 16
80 1.0454 0.9172 0.1282 12.4% 0.0021 0.2% 90% False False 12
100 1.0454 0.9172 0.1282 12.4% 0.0017 0.2% 90% False False 11
120 1.0454 0.9172 0.1282 12.4% 0.0015 0.1% 90% False False 10
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0496
2.618 1.0431
1.618 1.0391
1.000 1.0366
0.618 1.0351
HIGH 1.0326
0.618 1.0311
0.500 1.0306
0.382 1.0301
LOW 1.0286
0.618 1.0261
1.000 1.0246
1.618 1.0221
2.618 1.0181
4.250 1.0116
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 1.0319 1.0322
PP 1.0313 1.0318
S1 1.0306 1.0315

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

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