CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 0.9642 0.9723 0.0081 0.8% 0.9646
High 0.9642 0.9723 0.0081 0.8% 0.9763
Low 0.9642 0.9723 0.0081 0.8% 0.9584
Close 0.9642 0.9723 0.0081 0.8% 0.9763
Range
ATR 0.0049 0.0051 0.0002 4.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 0.9723 0.9723 0.9723
R3 0.9723 0.9723 0.9723
R2 0.9723 0.9723 0.9723
R1 0.9723 0.9723 0.9723 0.9723
PP 0.9723 0.9723 0.9723 0.9723
S1 0.9723 0.9723 0.9723 0.9723
S2 0.9723 0.9723 0.9723
S3 0.9723 0.9723 0.9723
S4 0.9723 0.9723 0.9723
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0240 1.0181 0.9861
R3 1.0061 1.0002 0.9812
R2 0.9882 0.9882 0.9796
R1 0.9823 0.9823 0.9779 0.9853
PP 0.9703 0.9703 0.9703 0.9718
S1 0.9644 0.9644 0.9747 0.9674
S2 0.9524 0.9524 0.9730
S3 0.9345 0.9465 0.9714
S4 0.9166 0.9286 0.9665
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9763 0.9602 0.0161 1.7% 0.0000 0.0% 75% False False 1
10 0.9763 0.9584 0.0179 1.8% 0.0000 0.0% 78% False False 12
20 0.9763 0.9527 0.0236 2.4% 0.0000 0.0% 83% 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 0.9723
2.618 0.9723
1.618 0.9723
1.000 0.9723
0.618 0.9723
HIGH 0.9723
0.618 0.9723
0.500 0.9723
0.382 0.9723
LOW 0.9723
0.618 0.9723
1.000 0.9723
1.618 0.9723
2.618 0.9723
4.250 0.9723
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 0.9723 0.9703
PP 0.9723 0.9683
S1 0.9723 0.9663

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

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