CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 1.0220 1.0190 -0.0030 -0.3% 1.0166
High 1.0220 1.0190 -0.0030 -0.3% 1.0250
Low 1.0220 1.0190 -0.0030 -0.3% 1.0145
Close 1.0196 1.0203 0.0007 0.1% 1.0246
Range
ATR 0.0040 0.0038 -0.0002 -6.1% 0.0000
Volume 1 4 3 300.0% 15
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0194 1.0199 1.0203
R3 1.0194 1.0199 1.0203
R2 1.0194 1.0194 1.0203
R1 1.0199 1.0199 1.0203 1.0197
PP 1.0194 1.0194 1.0194 1.0193
S1 1.0199 1.0199 1.0203 1.0197
S2 1.0194 1.0194 1.0203
S3 1.0194 1.0199 1.0203
S4 1.0194 1.0199 1.0203
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 1.0170 0.0080 0.8% 0.0000 0.0% 41% False False 2
10 1.0250 1.0109 0.0141 1.4% 0.0000 0.0% 67% False False 2
20 1.0250 0.9815 0.0435 4.3% 0.0003 0.0% 89% False False 2
40 1.0250 0.9483 0.0767 7.5% 0.0002 0.0% 94% False 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 1.0190
2.618 1.0190
1.618 1.0190
1.000 1.0190
0.618 1.0190
HIGH 1.0190
0.618 1.0190
0.500 1.0190
0.382 1.0190
LOW 1.0190
0.618 1.0190
1.000 1.0190
1.618 1.0190
2.618 1.0190
4.250 1.0190
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 1.0199 1.0220
PP 1.0194 1.0214
S1 1.0190 1.0209

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

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