CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 1.0217 1.0250 0.0033 0.3% 1.0166
High 1.0217 1.0250 0.0033 0.3% 1.0250
Low 1.0217 1.0250 0.0033 0.3% 1.0145
Close 1.0217 1.0246 0.0029 0.3% 1.0246
Range
ATR 0.0042 0.0041 -0.0001 -1.5% 0.0000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0249 1.0247 1.0246
R3 1.0249 1.0247 1.0246
R2 1.0249 1.0249 1.0246
R1 1.0247 1.0247 1.0246 1.0248
PP 1.0249 1.0249 1.0249 1.0249
S1 1.0247 1.0247 1.0246 1.0248
S2 1.0249 1.0249 1.0246
S3 1.0249 1.0247 1.0246
S4 1.0249 1.0247 1.0246
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0529 1.0492 1.0304
R3 1.0424 1.0387 1.0275
R2 1.0319 1.0319 1.0265
R1 1.0282 1.0282 1.0256 1.0301
PP 1.0214 1.0214 1.0214 1.0223
S1 1.0177 1.0177 1.0236 1.0196
S2 1.0109 1.0109 1.0227
S3 1.0004 1.0072 1.0217
S4 0.9899 0.9967 1.0188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0250 1.0145 0.0105 1.0% 0.0000 0.0% 96% True False 3
10 1.0250 1.0015 0.0235 2.3% 0.0000 0.0% 98% True False 2
20 1.0250 0.9726 0.0524 5.1% 0.0003 0.0% 99% True False 2
40 1.0250 0.9483 0.0767 7.5% 0.0002 0.0% 99% 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 1.0250
2.618 1.0250
1.618 1.0250
1.000 1.0250
0.618 1.0250
HIGH 1.0250
0.618 1.0250
0.500 1.0250
0.382 1.0250
LOW 1.0250
0.618 1.0250
1.000 1.0250
1.618 1.0250
2.618 1.0250
4.250 1.0250
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 1.0250 1.0234
PP 1.0249 1.0222
S1 1.0247 1.0210

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

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