CME Australian Dollar Future June 2012

Trading Metrics calculated at close of trading on 08-Jun-2012

Day Change Summary
	Previous	Current
	07-Jun-2012	08-Jun-2012	Change	Change %	Previous Week
Open	0.9911	0.9887	-0.0024	-0.2%	0.9691
High	0.9995	0.9939	-0.0056	-0.6%	0.9995
Low	0.9867	0.9814	-0.0053	-0.5%	0.9616
Close	0.9939	0.9898	-0.0041	-0.4%	0.9898
Range	0.0128	0.0125	-0.0003	-2.3%	0.0379
ATR	0.0120	0.0120	0.0000	0.3%	0.0000
Volume	199,488	148,237	-51,251	-25.7%	789,218

Daily Pivots for day following 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0259	1.0203	0.9967
R3	1.0134	1.0078	0.9932
R2	1.0009	1.0009	0.9921
R1	0.9953	0.9953	0.9909	0.9981
PP	0.9884	0.9884	0.9884	0.9898
S1	0.9828	0.9828	0.9887	0.9856
S2	0.9759	0.9759	0.9875
S3	0.9634	0.9703	0.9864
S4	0.9509	0.9578	0.9829

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0973	1.0815	1.0106
R3	1.0594	1.0436	1.0002
R2	1.0215	1.0215	0.9967
R1	1.0057	1.0057	0.9933	1.0136
PP	0.9836	0.9836	0.9836	0.9876
S1	0.9678	0.9678	0.9863	0.9757
S2	0.9457	0.9457	0.9829
S3	0.9078	0.9299	0.9794
S4	0.8699	0.8920	0.9690

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9995	0.9616	0.0379	3.8%	0.0132	1.3%	74%	False	False	157,843
10	0.9995	0.9564	0.0431	4.4%	0.0124	1.3%	77%	False	False	164,219
20	1.0046	0.9564	0.0482	4.9%	0.0120	1.2%	69%	False	False	159,903
40	1.0422	0.9564	0.0858	8.7%	0.0107	1.1%	39%	False	False	141,730
60	1.0529	0.9564	0.0965	9.7%	0.0108	1.1%	35%	False	False	133,542
80	1.0720	0.9564	0.1156	11.7%	0.0106	1.1%	29%	False	False	102,254
100	1.0720	0.9564	0.1156	11.7%	0.0100	1.0%	29%	False	False	81,820
120	1.0720	0.9564	0.1156	11.7%	0.0091	0.9%	29%	False	False	68,189

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0470
2.618	1.0266
1.618	1.0141
1.000	1.0064
0.618	1.0016
HIGH	0.9939
0.618	0.9891
0.500	0.9877
0.382	0.9862
LOW	0.9814
0.618	0.9737
1.000	0.9689
1.618	0.9612
2.618	0.9487
4.250	0.9283

Fisher Pivots for day following 08-Jun-2012
Pivot	1 day	3 day
R1	0.9891	0.9886
PP	0.9884	0.9873
S1	0.9877	0.9861

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols