CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 0.9815 0.9924 0.0109 1.1% 0.9726
High 0.9878 0.9924 0.0046 0.5% 0.9924
Low 0.9815 0.9924 0.0109 1.1% 0.9726
Close 0.9893 0.9924 0.0031 0.3% 0.9924
Range 0.0063 0.0000 -0.0063 -100.0% 0.0198
ATR 0.0058 0.0056 -0.0002 -3.3% 0.0000
Volume 1 2 1 100.0% 6
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 0.9924 0.9924 0.9924
R3 0.9924 0.9924 0.9924
R2 0.9924 0.9924 0.9924
R1 0.9924 0.9924 0.9924 0.9924
PP 0.9924 0.9924 0.9924 0.9924
S1 0.9924 0.9924 0.9924 0.9924
S2 0.9924 0.9924 0.9924
S3 0.9924 0.9924 0.9924
S4 0.9924 0.9924 0.9924
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0452 1.0386 1.0033
R3 1.0254 1.0188 0.9978
R2 1.0056 1.0056 0.9960
R1 0.9990 0.9990 0.9942 1.0023
PP 0.9858 0.9858 0.9858 0.9875
S1 0.9792 0.9792 0.9906 0.9825
S2 0.9660 0.9660 0.9888
S3 0.9462 0.9594 0.9870
S4 0.9264 0.9396 0.9815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9924 0.9726 0.0198 2.0% 0.0013 0.1% 100% True False 1
10 0.9924 0.9483 0.0441 4.4% 0.0006 0.1% 100% True False 1
20 0.9924 0.9483 0.0441 4.4% 0.0003 0.0% 100% True False 2
40 0.9924 0.9483 0.0441 4.4% 0.0002 0.0% 100% True False 4
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9924
2.618 0.9924
1.618 0.9924
1.000 0.9924
0.618 0.9924
HIGH 0.9924
0.618 0.9924
0.500 0.9924
0.382 0.9924
LOW 0.9924
0.618 0.9924
1.000 0.9924
1.618 0.9924
2.618 0.9924
4.250 0.9924
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 0.9924 0.9906
PP 0.9924 0.9888
S1 0.9924 0.9870

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

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