CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 1.0274 1.0395 0.0121 1.2% 1.0638
High 1.0274 1.0440 0.0166 1.6% 1.0638
Low 1.0274 1.0380 0.0106 1.0% 1.0274
Close 1.0274 1.0358 0.0084 0.8% 1.0358
Range 0.0000 0.0060 0.0060 0.0364
ATR 0.0059 0.0067 0.0008 13.0% 0.0000
Volume 15 15 0 0.0% 57
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.0573 1.0525 1.0391
R3 1.0513 1.0465 1.0375
R2 1.0453 1.0453 1.0369
R1 1.0405 1.0405 1.0364 1.0399
PP 1.0393 1.0393 1.0393 1.0390
S1 1.0345 1.0345 1.0353 1.0339
S2 1.0333 1.0333 1.0347
S3 1.0273 1.0285 1.0342
S4 1.0213 1.0225 1.0325
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.1515 1.1301 1.0558
R3 1.1151 1.0937 1.0458
R2 1.0787 1.0787 1.0425
R1 1.0573 1.0573 1.0391 1.0498
PP 1.0423 1.0423 1.0423 1.0386
S1 1.0209 1.0209 1.0325 1.0134
S2 1.0059 1.0059 1.0291
S3 0.9695 0.9845 1.0258
S4 0.9331 0.9481 1.0158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0638 1.0274 0.0364 3.5% 0.0015 0.1% 23% False False 11
10 1.0651 1.0274 0.0377 3.6% 0.0008 0.1% 22% False False 6
20 1.0651 1.0145 0.0506 4.9% 0.0004 0.0% 42% False False 4
40 1.0651 0.9483 0.1168 11.3% 0.0003 0.0% 75% False False 2
60 1.0651 0.9483 0.1168 11.3% 0.0002 0.0% 75% 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 0.0002
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1.0695
2.618 1.0597
1.618 1.0537
1.000 1.0500
0.618 1.0477
HIGH 1.0440
0.618 1.0417
0.500 1.0410
0.382 1.0403
LOW 1.0380
0.618 1.0343
1.000 1.0320
1.618 1.0283
2.618 1.0223
4.250 1.0125
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 1.0410 1.0358
PP 1.0393 1.0357
S1 1.0375 1.0357

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

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