CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 1.0036 1.0058 0.0022 0.2% 0.9944
High 1.0036 1.0058 0.0022 0.2% 1.0058
Low 1.0036 1.0058 0.0022 0.2% 0.9944
Close 1.0036 1.0058 0.0022 0.2% 1.0058
Range
ATR 0.0049 0.0047 -0.0002 -4.0% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0058 1.0058 1.0058
R3 1.0058 1.0058 1.0058
R2 1.0058 1.0058 1.0058
R1 1.0058 1.0058 1.0058 1.0058
PP 1.0058 1.0058 1.0058 1.0058
S1 1.0058 1.0058 1.0058 1.0058
S2 1.0058 1.0058 1.0058
S3 1.0058 1.0058 1.0058
S4 1.0058 1.0058 1.0058
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0362 1.0324 1.0121
R3 1.0248 1.0210 1.0089
R2 1.0134 1.0134 1.0079
R1 1.0096 1.0096 1.0068 1.0115
PP 1.0020 1.0020 1.0020 1.0030
S1 0.9982 0.9982 1.0048 1.0001
S2 0.9906 0.9906 1.0037
S3 0.9792 0.9868 1.0027
S4 0.9678 0.9754 0.9995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0058 0.9944 0.0114 1.1% 0.0000 0.0% 100% True False 2
10 1.0058 0.9726 0.0332 3.3% 0.0006 0.1% 100% True False 1
20 1.0058 0.9483 0.0575 5.7% 0.0003 0.0% 100% True False 2
40 1.0058 0.9483 0.0575 5.7% 0.0002 0.0% 100% True False 5
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 1.0058
2.618 1.0058
1.618 1.0058
1.000 1.0058
0.618 1.0058
HIGH 1.0058
0.618 1.0058
0.500 1.0058
0.382 1.0058
LOW 1.0058
0.618 1.0058
1.000 1.0058
1.618 1.0058
2.618 1.0058
4.250 1.0058
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 1.0058 1.0048
PP 1.0058 1.0037
S1 1.0058 1.0027

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

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