CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 0.9794 0.9784 -0.0010 -0.1% 0.9602
High 0.9794 0.9784 -0.0010 -0.1% 0.9801
Low 0.9794 0.9784 -0.0010 -0.1% 0.9602
Close 0.9794 0.9784 -0.0010 -0.1% 0.9801
Range
ATR 0.0049 0.0046 -0.0003 -5.7% 0.0000
Volume 7 6 -1 -14.3% 4
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 0.9784 0.9784 0.9784
R3 0.9784 0.9784 0.9784
R2 0.9784 0.9784 0.9784
R1 0.9784 0.9784 0.9784 0.9784
PP 0.9784 0.9784 0.9784 0.9784
S1 0.9784 0.9784 0.9784 0.9784
S2 0.9784 0.9784 0.9784
S3 0.9784 0.9784 0.9784
S4 0.9784 0.9784 0.9784
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0332 1.0265 0.9910
R3 1.0133 1.0066 0.9856
R2 0.9934 0.9934 0.9837
R1 0.9867 0.9867 0.9819 0.9901
PP 0.9735 0.9735 0.9735 0.9751
S1 0.9668 0.9668 0.9783 0.9702
S2 0.9536 0.9536 0.9765
S3 0.9337 0.9469 0.9746
S4 0.9138 0.9270 0.9692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9815 0.9764 0.0051 0.5% 0.0000 0.0% 39% False False 3
10 0.9815 0.9602 0.0213 2.2% 0.0000 0.0% 85% False False 2
20 0.9815 0.9584 0.0231 2.4% 0.0000 0.0% 87% False False 7
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 0.9784
2.618 0.9784
1.618 0.9784
1.000 0.9784
0.618 0.9784
HIGH 0.9784
0.618 0.9784
0.500 0.9784
0.382 0.9784
LOW 0.9784
0.618 0.9784
1.000 0.9784
1.618 0.9784
2.618 0.9784
4.250 0.9784
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 0.9784 0.9782
PP 0.9784 0.9781
S1 0.9784 0.9779

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

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