CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 1.0431 1.0431 0.0000 0.0% 1.0247
High 1.0431 1.0431 0.0000 0.0% 1.0431
Low 1.0431 1.0431 0.0000 0.0% 1.0200
Close 1.0431 1.0390 -0.0041 -0.4% 1.0431
Range
ATR 0.0068 0.0063 -0.0005 -7.1% 0.0000
Volume 8 8 0 0.0% 36
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 1.0417 1.0404 1.0390
R3 1.0417 1.0404 1.0390
R2 1.0417 1.0417 1.0390
R1 1.0404 1.0404 1.0390 1.0411
PP 1.0417 1.0417 1.0417 1.0421
S1 1.0404 1.0404 1.0390 1.0411
S2 1.0417 1.0417 1.0390
S3 1.0417 1.0404 1.0390
S4 1.0417 1.0404 1.0390
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.1047 1.0970 1.0558
R3 1.0816 1.0739 1.0495
R2 1.0585 1.0585 1.0473
R1 1.0508 1.0508 1.0452 1.0547
PP 1.0354 1.0354 1.0354 1.0373
S1 1.0277 1.0277 1.0410 1.0316
S2 1.0123 1.0123 1.0389
S3 0.9892 1.0046 1.0367
S4 0.9661 0.9815 1.0304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0431 1.0200 0.0231 2.2% 0.0000 0.0% 82% True False 6
10 1.0431 1.0200 0.0231 2.2% 0.0000 0.0% 82% True False 9
20 1.0595 1.0200 0.0395 3.8% 0.0004 0.0% 48% False False 11
40 1.0651 1.0015 0.0636 6.1% 0.0002 0.0% 59% False False 6
60 1.0651 0.9483 0.1168 11.2% 0.0002 0.0% 78% False False 5
80 1.0651 0.9483 0.1168 11.2% 0.0002 0.0% 78% False False 5
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0431
2.618 1.0431
1.618 1.0431
1.000 1.0431
0.618 1.0431
HIGH 1.0431
0.618 1.0431
0.500 1.0431
0.382 1.0431
LOW 1.0431
0.618 1.0431
1.000 1.0431
1.618 1.0431
2.618 1.0431
4.250 1.0431
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 1.0431 1.0396
PP 1.0417 1.0394
S1 1.0404 1.0392

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

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