CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 0.9631 0.9726 0.0095 1.0% 0.9731
High 0.9631 0.9726 0.0095 1.0% 0.9731
Low 0.9631 0.9726 0.0095 1.0% 0.9483
Close 0.9631 0.9726 0.0095 1.0% 0.9631
Range
ATR 0.0057 0.0060 0.0003 4.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 0.9726 0.9726 0.9726
R3 0.9726 0.9726 0.9726
R2 0.9726 0.9726 0.9726
R1 0.9726 0.9726 0.9726 0.9726
PP 0.9726 0.9726 0.9726 0.9726
S1 0.9726 0.9726 0.9726 0.9726
S2 0.9726 0.9726 0.9726
S3 0.9726 0.9726 0.9726
S4 0.9726 0.9726 0.9726
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 0.9726 0.9483 0.0243 2.5% 0.0000 0.0% 100% True False 1
10 0.9791 0.9483 0.0308 3.2% 0.0000 0.0% 79% False False 2
20 0.9815 0.9483 0.0332 3.4% 0.0000 0.0% 73% 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 0.9726
2.618 0.9726
1.618 0.9726
1.000 0.9726
0.618 0.9726
HIGH 0.9726
0.618 0.9726
0.500 0.9726
0.382 0.9726
LOW 0.9726
0.618 0.9726
1.000 0.9726
1.618 0.9726
2.618 0.9726
4.250 0.9726
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 0.9726 0.9686
PP 0.9726 0.9645
S1 0.9726 0.9605

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

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