CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 0.9791 0.9731 -0.0060 -0.6% 0.9750
High 0.9791 0.9731 -0.0060 -0.6% 0.9791
Low 0.9791 0.9731 -0.0060 -0.6% 0.9725
Close 0.9791 0.9731 -0.0060 -0.6% 0.9791
Range
ATR 0.0043 0.0044 0.0001 2.8% 0.0000
Volume 1 1 0 0.0% 25
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 0.9731 0.9731 0.9731
R3 0.9731 0.9731 0.9731
R2 0.9731 0.9731 0.9731
R1 0.9731 0.9731 0.9731 0.9731
PP 0.9731 0.9731 0.9731 0.9731
S1 0.9731 0.9731 0.9731 0.9731
S2 0.9731 0.9731 0.9731
S3 0.9731 0.9731 0.9731
S4 0.9731 0.9731 0.9731
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 0.9967 0.9945 0.9827
R3 0.9901 0.9879 0.9809
R2 0.9835 0.9835 0.9803
R1 0.9813 0.9813 0.9797 0.9824
PP 0.9769 0.9769 0.9769 0.9775
S1 0.9747 0.9747 0.9785 0.9758
S2 0.9703 0.9703 0.9779
S3 0.9637 0.9681 0.9773
S4 0.9571 0.9615 0.9755
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9791 0.9725 0.0066 0.7% 0.0000 0.0% 9% False False 4
10 0.9794 0.9725 0.0069 0.7% 0.0000 0.0% 9% False False 4
20 0.9815 0.9584 0.0231 2.4% 0.0000 0.0% 64% False False 2
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 0.9731
2.618 0.9731
1.618 0.9731
1.000 0.9731
0.618 0.9731
HIGH 0.9731
0.618 0.9731
0.500 0.9731
0.382 0.9731
LOW 0.9731
0.618 0.9731
1.000 0.9731
1.618 0.9731
2.618 0.9731
4.250 0.9731
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 0.9731 0.9758
PP 0.9731 0.9749
S1 0.9731 0.9740

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

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