CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 0.9784 0.9765 -0.0019 -0.2% 0.9815
High 0.9784 0.9765 -0.0019 -0.2% 0.9815
Low 0.9784 0.9765 -0.0019 -0.2% 0.9764
Close 0.9784 0.9765 -0.0019 -0.2% 0.9765
Range
ATR 0.0046 0.0044 -0.0002 -4.2% 0.0000
Volume 6 6 0 0.0% 21
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 0.9765 0.9765 0.9765
R3 0.9765 0.9765 0.9765
R2 0.9765 0.9765 0.9765
R1 0.9765 0.9765 0.9765 0.9765
PP 0.9765 0.9765 0.9765 0.9765
S1 0.9765 0.9765 0.9765 0.9765
S2 0.9765 0.9765 0.9765
S3 0.9765 0.9765 0.9765
S4 0.9765 0.9765 0.9765
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 0.9934 0.9901 0.9793
R3 0.9883 0.9850 0.9779
R2 0.9832 0.9832 0.9774
R1 0.9799 0.9799 0.9770 0.9790
PP 0.9781 0.9781 0.9781 0.9777
S1 0.9748 0.9748 0.9760 0.9739
S2 0.9730 0.9730 0.9756
S3 0.9679 0.9697 0.9751
S4 0.9628 0.9646 0.9737
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% 2% False False 4
10 0.9815 0.9602 0.0213 2.2% 0.0000 0.0% 77% False False 2
20 0.9815 0.9584 0.0231 2.4% 0.0000 0.0% 78% 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 0.9765
2.618 0.9765
1.618 0.9765
1.000 0.9765
0.618 0.9765
HIGH 0.9765
0.618 0.9765
0.500 0.9765
0.382 0.9765
LOW 0.9765
0.618 0.9765
1.000 0.9765
1.618 0.9765
2.618 0.9765
4.250 0.9765
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 0.9765 0.9780
PP 0.9765 0.9775
S1 0.9765 0.9770

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

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