CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 1.0249 1.0285 0.0036 0.4% 1.0176
High 1.0249 1.0285 0.0036 0.4% 1.0285
Low 1.0249 1.0285 0.0036 0.4% 1.0176
Close 1.0249 1.0285 0.0036 0.4% 1.0285
Range
ATR 0.0000 0.0060 0.0060 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.0285 1.0285 1.0285
R3 1.0285 1.0285 1.0285
R2 1.0285 1.0285 1.0285
R1 1.0285 1.0285 1.0285 1.0285
PP 1.0285 1.0285 1.0285 1.0285
S1 1.0285 1.0285 1.0285 1.0285
S2 1.0285 1.0285 1.0285
S3 1.0285 1.0285 1.0285
S4 1.0285 1.0285 1.0285
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.0576 1.0539 1.0345
R3 1.0467 1.0430 1.0315
R2 1.0358 1.0358 1.0305
R1 1.0321 1.0321 1.0295 1.0340
PP 1.0249 1.0249 1.0249 1.0258
S1 1.0212 1.0212 1.0275 1.0231
S2 1.0140 1.0140 1.0265
S3 1.0031 1.0103 1.0255
S4 0.9922 0.9994 1.0225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0285 1.0176 0.0109 1.1% 0.0000 0.0% 100% True False 2
10 1.0388 1.0164 0.0224 2.2% 0.0000 0.0% 54% 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 1.0285
2.618 1.0285
1.618 1.0285
1.000 1.0285
0.618 1.0285
HIGH 1.0285
0.618 1.0285
0.500 1.0285
0.382 1.0285
LOW 1.0285
0.618 1.0285
1.000 1.0285
1.618 1.0285
2.618 1.0285
4.250 1.0285
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 1.0285 1.0271
PP 1.0285 1.0256
S1 1.0285 1.0242

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

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