CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 0.9765 0.9750 -0.0015 -0.2% 0.9815
High 0.9765 0.9750 -0.0015 -0.2% 0.9815
Low 0.9765 0.9750 -0.0015 -0.2% 0.9764
Close 0.9765 0.9750 -0.0015 -0.2% 0.9765
Range
ATR 0.0044 0.0042 -0.0002 -4.7% 0.0000
Volume 6 6 0 0.0% 21
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 0.9750 0.9750 0.9750
R3 0.9750 0.9750 0.9750
R2 0.9750 0.9750 0.9750
R1 0.9750 0.9750 0.9750 0.9750
PP 0.9750 0.9750 0.9750 0.9750
S1 0.9750 0.9750 0.9750 0.9750
S2 0.9750 0.9750 0.9750
S3 0.9750 0.9750 0.9750
S4 0.9750 0.9750 0.9750
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 0.9794 0.9750 0.0044 0.5% 0.0000 0.0% 0% False True 5
10 0.9815 0.9602 0.0213 2.2% 0.0000 0.0% 69% False False 3
20 0.9815 0.9584 0.0231 2.4% 0.0000 0.0% 72% 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 0.9750
2.618 0.9750
1.618 0.9750
1.000 0.9750
0.618 0.9750
HIGH 0.9750
0.618 0.9750
0.500 0.9750
0.382 0.9750
LOW 0.9750
0.618 0.9750
1.000 0.9750
1.618 0.9750
2.618 0.9750
4.250 0.9750
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 0.9750 0.9767
PP 0.9750 0.9761
S1 0.9750 0.9756

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

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