CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 1.0588 1.0651 0.0063 0.6% 1.0407
High 1.0588 1.0651 0.0063 0.6% 1.0651
Low 1.0588 1.0651 0.0063 0.6% 1.0407
Close 1.0588 1.0651 0.0063 0.6% 1.0651
Range
ATR 0.0049 0.0050 0.0001 2.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0651 1.0651 1.0651
R3 1.0651 1.0651 1.0651
R2 1.0651 1.0651 1.0651
R1 1.0651 1.0651 1.0651 1.0651
PP 1.0651 1.0651 1.0651 1.0651
S1 1.0651 1.0651 1.0651 1.0651
S2 1.0651 1.0651 1.0651
S3 1.0651 1.0651 1.0651
S4 1.0651 1.0651 1.0651
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1302 1.1220 1.0785
R3 1.1058 1.0976 1.0718
R2 1.0814 1.0814 1.0696
R1 1.0732 1.0732 1.0673 1.0773
PP 1.0570 1.0570 1.0570 1.0590
S1 1.0488 1.0488 1.0629 1.0529
S2 1.0326 1.0326 1.0606
S3 1.0082 1.0244 1.0584
S4 0.9838 1.0000 1.0517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0651 1.0407 0.0244 2.3% 0.0000 0.0% 100% True False 1
10 1.0651 1.0190 0.0461 4.3% 0.0000 0.0% 100% True False 1
20 1.0651 1.0015 0.0636 6.0% 0.0000 0.0% 100% True False 2
40 1.0651 0.9483 0.1168 11.0% 0.0002 0.0% 100% True False 2
60 1.0651 0.9483 0.1168 11.0% 0.0001 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 1.0651
2.618 1.0651
1.618 1.0651
1.000 1.0651
0.618 1.0651
HIGH 1.0651
0.618 1.0651
0.500 1.0651
0.382 1.0651
LOW 1.0651
0.618 1.0651
1.000 1.0651
1.618 1.0651
2.618 1.0651
4.250 1.0651
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 1.0651 1.0630
PP 1.0651 1.0609
S1 1.0651 1.0589

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

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