CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 1.0203 1.0198 -0.0005 0.0% 1.0327
High 1.0203 1.0198 -0.0005 0.0% 1.0388
Low 1.0203 1.0198 -0.0005 0.0% 1.0164
Close 1.0203 1.0198 -0.0005 0.0% 1.0164
Range
ATR
Volume 2 2 0 0.0% 10
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 1.0198 1.0198 1.0198
R3 1.0198 1.0198 1.0198
R2 1.0198 1.0198 1.0198
R1 1.0198 1.0198 1.0198 1.0198
PP 1.0198 1.0198 1.0198 1.0198
S1 1.0198 1.0198 1.0198 1.0198
S2 1.0198 1.0198 1.0198
S3 1.0198 1.0198 1.0198
S4 1.0198 1.0198 1.0198
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 1.0231 1.0164 0.0067 0.7% 0.0000 0.0% 51% False False 2
10 1.0388 1.0152 0.0236 2.3% 0.0000 0.0% 19% 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 1.0198
2.618 1.0198
1.618 1.0198
1.000 1.0198
0.618 1.0198
HIGH 1.0198
0.618 1.0198
0.500 1.0198
0.382 1.0198
LOW 1.0198
0.618 1.0198
1.000 1.0198
1.618 1.0198
2.618 1.0198
4.250 1.0198
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 1.0198 1.0195
PP 1.0198 1.0192
S1 1.0198 1.0190

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

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