CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 0.9701 0.9650 -0.0051 -0.5% 0.9590
High 0.9701 0.9650 -0.0051 -0.5% 0.9747
Low 0.9701 0.9650 -0.0051 -0.5% 0.9590
Close 0.9701 0.9650 -0.0051 -0.5% 0.9735
Range
ATR
Volume 1 60 59 5,900.0% 5
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 0.9650 0.9650 0.9650
R3 0.9650 0.9650 0.9650
R2 0.9650 0.9650 0.9650
R1 0.9650 0.9650 0.9650 0.9650
PP 0.9650 0.9650 0.9650 0.9650
S1 0.9650 0.9650 0.9650 0.9650
S2 0.9650 0.9650 0.9650
S3 0.9650 0.9650 0.9650
S4 0.9650 0.9650 0.9650
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0162 1.0105 0.9821
R3 1.0005 0.9948 0.9778
R2 0.9848 0.9848 0.9764
R1 0.9791 0.9791 0.9749 0.9820
PP 0.9691 0.9691 0.9691 0.9705
S1 0.9634 0.9634 0.9721 0.9663
S2 0.9534 0.9534 0.9706
S3 0.9377 0.9477 0.9692
S4 0.9220 0.9320 0.9649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9753 0.9650 0.0103 1.1% 0.0000 0.0% 0% False True 12
10 0.9753 0.9539 0.0214 2.2% 0.0000 0.0% 52% False False 6
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9650
2.618 0.9650
1.618 0.9650
1.000 0.9650
0.618 0.9650
HIGH 0.9650
0.618 0.9650
0.500 0.9650
0.382 0.9650
LOW 0.9650
0.618 0.9650
1.000 0.9650
1.618 0.9650
2.618 0.9650
4.250 0.9650
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 0.9650 0.9702
PP 0.9650 0.9684
S1 0.9650 0.9667

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

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