CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 1.0176 1.0203 0.0027 0.3% 1.0327
High 1.0176 1.0203 0.0027 0.3% 1.0388
Low 1.0176 1.0203 0.0027 0.3% 1.0164
Close 1.0176 1.0203 0.0027 0.3% 1.0164
Range
ATR
Volume 2 2 0 0.0% 10
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 1.0203 1.0203 1.0203
R3 1.0203 1.0203 1.0203
R2 1.0203 1.0203 1.0203
R1 1.0203 1.0203 1.0203 1.0203
PP 1.0203 1.0203 1.0203 1.0203
S1 1.0203 1.0203 1.0203 1.0203
S2 1.0203 1.0203 1.0203
S3 1.0203 1.0203 1.0203
S4 1.0203 1.0203 1.0203
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.0911 1.0761 1.0287
R3 1.0687 1.0537 1.0226
R2 1.0463 1.0463 1.0205
R1 1.0313 1.0313 1.0185 1.0276
PP 1.0239 1.0239 1.0239 1.0220
S1 1.0089 1.0089 1.0143 1.0052
S2 1.0015 1.0015 1.0123
S3 0.9791 0.9865 1.0102
S4 0.9567 0.9641 1.0041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0248 1.0164 0.0084 0.8% 0.0000 0.0% 46% False False 2
10 1.0388 1.0152 0.0236 2.3% 0.0000 0.0% 22% False False 2
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 1.0203
2.618 1.0203
1.618 1.0203
1.000 1.0203
0.618 1.0203
HIGH 1.0203
0.618 1.0203
0.500 1.0203
0.382 1.0203
LOW 1.0203
0.618 1.0203
1.000 1.0203
1.618 1.0203
2.618 1.0203
4.250 1.0203
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 1.0203 1.0197
PP 1.0203 1.0190
S1 1.0203 1.0184

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

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