CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 1.0638 1.0585 -0.0053 -0.5% 1.0407
High 1.0638 1.0595 -0.0043 -0.4% 1.0651
Low 1.0638 1.0580 -0.0058 -0.5% 1.0407
Close 1.0638 1.0522 -0.0116 -1.1% 1.0651
Range 0.0000 0.0015 0.0015 0.0244
ATR 0.0047 0.0048 0.0001 1.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 1.0611 1.0581 1.0530
R3 1.0596 1.0566 1.0526
R2 1.0581 1.0581 1.0525
R1 1.0551 1.0551 1.0523 1.0559
PP 1.0566 1.0566 1.0566 1.0569
S1 1.0536 1.0536 1.0521 1.0544
S2 1.0551 1.0551 1.0519
S3 1.0536 1.0521 1.0518
S4 1.0521 1.0506 1.0514
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 1.0526 0.0125 1.2% 0.0003 0.0% -3% False False 1
10 1.0651 1.0190 0.0461 4.4% 0.0002 0.0% 72% False False 1
20 1.0651 1.0015 0.0636 6.0% 0.0001 0.0% 80% False False 2
40 1.0651 0.9483 0.1168 11.1% 0.0002 0.0% 89% False False 2
60 1.0651 0.9483 0.1168 11.1% 0.0001 0.0% 89% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.0659
2.618 1.0634
1.618 1.0619
1.000 1.0610
0.618 1.0604
HIGH 1.0595
0.618 1.0589
0.500 1.0588
0.382 1.0586
LOW 1.0580
0.618 1.0571
1.000 1.0565
1.618 1.0556
2.618 1.0541
4.250 1.0516
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 1.0588 1.0616
PP 1.0566 1.0584
S1 1.0544 1.0553

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

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