CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 1.0515 1.0374 -0.0141 -1.3% 1.0638
High 1.0515 1.0374 -0.0141 -1.3% 1.0638
Low 1.0515 1.0374 -0.0141 -1.3% 1.0274
Close 1.0515 1.0374 -0.0141 -1.3% 1.0358
Range
ATR 0.0068 0.0073 0.0005 7.6% 0.0000
Volume 12 12 0 0.0% 57
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 1.0374 1.0374 1.0374
R3 1.0374 1.0374 1.0374
R2 1.0374 1.0374 1.0374
R1 1.0374 1.0374 1.0374 1.0374
PP 1.0374 1.0374 1.0374 1.0374
S1 1.0374 1.0374 1.0374 1.0374
S2 1.0374 1.0374 1.0374
S3 1.0374 1.0374 1.0374
S4 1.0374 1.0374 1.0374
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 1.0515 1.0274 0.0241 2.3% 0.0012 0.1% 41% False False 13
10 1.0651 1.0274 0.0377 3.6% 0.0008 0.1% 27% False False 9
20 1.0651 1.0170 0.0481 4.6% 0.0004 0.0% 42% False False 5
40 1.0651 0.9483 0.1168 11.3% 0.0003 0.0% 76% False False 3
60 1.0651 0.9483 0.1168 11.3% 0.0002 0.0% 76% False False 3
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.0374
2.618 1.0374
1.618 1.0374
1.000 1.0374
0.618 1.0374
HIGH 1.0374
0.618 1.0374
0.500 1.0374
0.382 1.0374
LOW 1.0374
0.618 1.0374
1.000 1.0374
1.618 1.0374
2.618 1.0374
4.250 1.0374
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 1.0374 1.0445
PP 1.0374 1.0421
S1 1.0374 1.0398

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

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