CME Australian Dollar Future June 2012


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Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 1.0445 1.0463 0.0018 0.2% 1.0383
High 1.0521 1.0505 -0.0016 -0.2% 1.0521
Low 1.0445 1.0463 0.0018 0.2% 1.0286
Close 1.0466 1.0495 0.0029 0.3% 1.0495
Range 0.0076 0.0042 -0.0034 -44.7% 0.0235
ATR 0.0082 0.0079 -0.0003 -3.5% 0.0000
Volume 66 49 -17 -25.8% 515
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0614 1.0596 1.0518
R3 1.0572 1.0554 1.0507
R2 1.0530 1.0530 1.0503
R1 1.0512 1.0512 1.0499 1.0521
PP 1.0488 1.0488 1.0488 1.0492
S1 1.0470 1.0470 1.0491 1.0479
S2 1.0446 1.0446 1.0487
S3 1.0404 1.0428 1.0483
S4 1.0362 1.0386 1.0472
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1139 1.1052 1.0624
R3 1.0904 1.0817 1.0560
R2 1.0669 1.0669 1.0538
R1 1.0582 1.0582 1.0517 1.0626
PP 1.0434 1.0434 1.0434 1.0456
S1 1.0347 1.0347 1.0473 1.0391
S2 1.0199 1.0199 1.0452
S3 0.9964 1.0112 1.0430
S4 0.9729 0.9877 1.0366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0521 1.0286 0.0235 2.2% 0.0069 0.7% 89% False False 103
10 1.0521 1.0080 0.0441 4.2% 0.0075 0.7% 94% False False 103
20 1.0521 0.9958 0.0563 5.4% 0.0058 0.6% 95% False False 65
40 1.0521 0.9716 0.0805 7.7% 0.0045 0.4% 97% False False 34
60 1.0521 0.9496 0.1025 9.8% 0.0032 0.3% 97% False False 23
80 1.0521 0.9172 0.1349 12.9% 0.0024 0.2% 98% False False 18
100 1.0521 0.9172 0.1349 12.9% 0.0020 0.2% 98% False False 15
120 1.0521 0.9172 0.1349 12.9% 0.0018 0.2% 98% False False 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0684
2.618 1.0615
1.618 1.0573
1.000 1.0547
0.618 1.0531
HIGH 1.0505
0.618 1.0489
0.500 1.0484
0.382 1.0479
LOW 1.0463
0.618 1.0437
1.000 1.0421
1.618 1.0395
2.618 1.0353
4.250 1.0285
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 1.0491 1.0468
PP 1.0488 1.0441
S1 1.0484 1.0415

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

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