CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 1.0285 1.0128 -0.0157 -1.5% 1.0176
High 1.0285 1.0128 -0.0157 -1.5% 1.0285
Low 1.0285 1.0128 -0.0157 -1.5% 1.0176
Close 1.0285 1.0128 -0.0157 -1.5% 1.0285
Range
ATR 0.0060 0.0067 0.0007 11.6% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 1.0128 1.0128 1.0128
R3 1.0128 1.0128 1.0128
R2 1.0128 1.0128 1.0128
R1 1.0128 1.0128 1.0128 1.0128
PP 1.0128 1.0128 1.0128 1.0128
S1 1.0128 1.0128 1.0128 1.0128
S2 1.0128 1.0128 1.0128
S3 1.0128 1.0128 1.0128
S4 1.0128 1.0128 1.0128
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 1.0128 0.0157 1.6% 0.0000 0.0% 0% False True 2
10 1.0388 1.0128 0.0260 2.6% 0.0000 0.0% 0% False True 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 1.0128
2.618 1.0128
1.618 1.0128
1.000 1.0128
0.618 1.0128
HIGH 1.0128
0.618 1.0128
0.500 1.0128
0.382 1.0128
LOW 1.0128
0.618 1.0128
1.000 1.0128
1.618 1.0128
2.618 1.0128
4.250 1.0128
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 1.0128 1.0207
PP 1.0128 1.0180
S1 1.0128 1.0154

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

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