CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 0.9996 1.0036 0.0040 0.4% 0.9726
High 0.9996 1.0036 0.0040 0.4% 0.9924
Low 0.9996 1.0036 0.0040 0.4% 0.9726
Close 0.9996 1.0036 0.0040 0.4% 0.9924
Range
ATR 0.0050 0.0049 -0.0001 -1.4% 0.0000
Volume 2 2 0 0.0% 6
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0036 1.0036 1.0036
R3 1.0036 1.0036 1.0036
R2 1.0036 1.0036 1.0036
R1 1.0036 1.0036 1.0036 1.0036
PP 1.0036 1.0036 1.0036 1.0036
S1 1.0036 1.0036 1.0036 1.0036
S2 1.0036 1.0036 1.0036
S3 1.0036 1.0036 1.0036
S4 1.0036 1.0036 1.0036
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 1.0036 0.9924 0.0112 1.1% 0.0000 0.0% 100% True False 2
10 1.0036 0.9631 0.0405 4.0% 0.0006 0.1% 100% True False 1
20 1.0036 0.9483 0.0553 5.5% 0.0003 0.0% 100% True False 2
40 1.0036 0.9483 0.0553 5.5% 0.0002 0.0% 100% True False 4
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 1.0036
2.618 1.0036
1.618 1.0036
1.000 1.0036
0.618 1.0036
HIGH 1.0036
0.618 1.0036
0.500 1.0036
0.382 1.0036
LOW 1.0036
0.618 1.0036
1.000 1.0036
1.618 1.0036
2.618 1.0036
4.250 1.0036
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 1.0036 1.0024
PP 1.0036 1.0011
S1 1.0036 0.9999

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

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