CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 1.0274 1.0379 0.0105 1.0% 1.0355
High 1.0329 1.0485 0.0156 1.5% 1.0366
Low 1.0247 1.0379 0.0132 1.3% 1.0189
Close 1.0320 1.0474 0.0154 1.5% 1.0365
Range 0.0082 0.0106 0.0024 29.3% 0.0177
ATR 0.0080 0.0086 0.0006 7.6% 0.0000
Volume 85 36 -49 -57.6% 481
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0764 1.0725 1.0532
R3 1.0658 1.0619 1.0503
R2 1.0552 1.0552 1.0493
R1 1.0513 1.0513 1.0484 1.0533
PP 1.0446 1.0446 1.0446 1.0456
S1 1.0407 1.0407 1.0464 1.0427
S2 1.0340 1.0340 1.0455
S3 1.0234 1.0301 1.0445
S4 1.0128 1.0195 1.0416
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0838 1.0778 1.0462
R3 1.0661 1.0601 1.0414
R2 1.0484 1.0484 1.0397
R1 1.0424 1.0424 1.0381 1.0454
PP 1.0307 1.0307 1.0307 1.0322
S1 1.0247 1.0247 1.0349 1.0277
S2 1.0130 1.0130 1.0333
S3 0.9953 1.0070 1.0316
S4 0.9776 0.9893 1.0268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0485 1.0247 0.0238 2.3% 0.0080 0.8% 95% True False 63
10 1.0485 1.0189 0.0296 2.8% 0.0077 0.7% 96% True False 99
20 1.0485 0.9905 0.0580 5.5% 0.0069 0.7% 98% True False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0936
2.618 1.0763
1.618 1.0657
1.000 1.0591
0.618 1.0551
HIGH 1.0485
0.618 1.0445
0.500 1.0432
0.382 1.0419
LOW 1.0379
0.618 1.0313
1.000 1.0273
1.618 1.0207
2.618 1.0101
4.250 0.9929
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 1.0460 1.0438
PP 1.0446 1.0402
S1 1.0432 1.0366

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

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