CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 1.0170 1.0217 0.0047 0.5% 1.0028
High 1.0170 1.0217 0.0047 0.5% 1.0188
Low 1.0170 1.0217 0.0047 0.5% 1.0015
Close 1.0170 1.0217 0.0047 0.5% 1.0188
Range
ATR 0.0042 0.0042 0.0000 0.9% 0.0000
Volume 3 3 0 0.0% 13
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0217 1.0217 1.0217
R3 1.0217 1.0217 1.0217
R2 1.0217 1.0217 1.0217
R1 1.0217 1.0217 1.0217 1.0217
PP 1.0217 1.0217 1.0217 1.0217
S1 1.0217 1.0217 1.0217 1.0217
S2 1.0217 1.0217 1.0217
S3 1.0217 1.0217 1.0217
S4 1.0217 1.0217 1.0217
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0649 1.0592 1.0283
R3 1.0476 1.0419 1.0236
R2 1.0303 1.0303 1.0220
R1 1.0246 1.0246 1.0204 1.0275
PP 1.0130 1.0130 1.0130 1.0145
S1 1.0073 1.0073 1.0172 1.0102
S2 0.9957 0.9957 1.0156
S3 0.9784 0.9900 1.0140
S4 0.9611 0.9727 1.0093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0217 1.0145 0.0072 0.7% 0.0000 0.0% 100% True False 3
10 1.0217 1.0015 0.0202 2.0% 0.0000 0.0% 100% True False 2
20 1.0217 0.9631 0.0586 5.7% 0.0003 0.0% 100% True False 2
40 1.0217 0.9483 0.0734 7.2% 0.0002 0.0% 100% True 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 1.0217
2.618 1.0217
1.618 1.0217
1.000 1.0217
0.618 1.0217
HIGH 1.0217
0.618 1.0217
0.500 1.0217
0.382 1.0217
LOW 1.0217
0.618 1.0217
1.000 1.0217
1.618 1.0217
2.618 1.0217
4.250 1.0217
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 1.0217 1.0205
PP 1.0217 1.0193
S1 1.0217 1.0181

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

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