CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 0.9483 0.9631 0.0148 1.6% 0.9731
High 0.9483 0.9631 0.0148 1.6% 0.9731
Low 0.9483 0.9631 0.0148 1.6% 0.9483
Close 0.9483 0.9631 0.0148 1.6% 0.9631
Range
ATR 0.0050 0.0057 0.0007 13.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 0.9631 0.9631 0.9631
R3 0.9631 0.9631 0.9631
R2 0.9631 0.9631 0.9631
R1 0.9631 0.9631 0.9631 0.9631
PP 0.9631 0.9631 0.9631 0.9631
S1 0.9631 0.9631 0.9631 0.9631
S2 0.9631 0.9631 0.9631
S3 0.9631 0.9631 0.9631
S4 0.9631 0.9631 0.9631
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0359 1.0243 0.9767
R3 1.0111 0.9995 0.9699
R2 0.9863 0.9863 0.9676
R1 0.9747 0.9747 0.9654 0.9681
PP 0.9615 0.9615 0.9615 0.9582
S1 0.9499 0.9499 0.9608 0.9433
S2 0.9367 0.9367 0.9586
S3 0.9119 0.9251 0.9563
S4 0.8871 0.9003 0.9495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9731 0.9483 0.0248 2.6% 0.0000 0.0% 60% False False 1
10 0.9791 0.9483 0.0308 3.2% 0.0000 0.0% 48% False False 3
20 0.9815 0.9483 0.0332 3.4% 0.0000 0.0% 45% 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 0.9631
2.618 0.9631
1.618 0.9631
1.000 0.9631
0.618 0.9631
HIGH 0.9631
0.618 0.9631
0.500 0.9631
0.382 0.9631
LOW 0.9631
0.618 0.9631
1.000 0.9631
1.618 0.9631
2.618 0.9631
4.250 0.9631
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 0.9631 0.9606
PP 0.9631 0.9582
S1 0.9631 0.9557

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

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