CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 1.0276 1.0289 0.0013 0.1% 1.0180
High 1.0295 1.0329 0.0034 0.3% 1.0350
Low 1.0270 1.0260 -0.0010 -0.1% 1.0102
Close 1.0289 1.0335 0.0046 0.4% 1.0308
Range 0.0025 0.0069 0.0044 176.0% 0.0248
ATR 0.0082 0.0081 -0.0001 -1.1% 0.0000
Volume 174 43 -131 -75.3% 524
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0515 1.0494 1.0373
R3 1.0446 1.0425 1.0354
R2 1.0377 1.0377 1.0348
R1 1.0356 1.0356 1.0341 1.0367
PP 1.0308 1.0308 1.0308 1.0313
S1 1.0287 1.0287 1.0329 1.0298
S2 1.0239 1.0239 1.0322
S3 1.0170 1.0218 1.0316
S4 1.0101 1.0149 1.0297
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0997 1.0901 1.0444
R3 1.0749 1.0653 1.0376
R2 1.0501 1.0501 1.0353
R1 1.0405 1.0405 1.0331 1.0453
PP 1.0253 1.0253 1.0253 1.0278
S1 1.0157 1.0157 1.0285 1.0205
S2 1.0005 1.0005 1.0263
S3 0.9757 0.9909 1.0240
S4 0.9509 0.9661 1.0172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0359 1.0189 0.0170 1.6% 0.0074 0.7% 86% False False 109
10 1.0359 1.0102 0.0257 2.5% 0.0069 0.7% 91% False False 103
20 1.0359 0.9680 0.0679 6.6% 0.0067 0.7% 96% False False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0622
2.618 1.0510
1.618 1.0441
1.000 1.0398
0.618 1.0372
HIGH 1.0329
0.618 1.0303
0.500 1.0295
0.382 1.0286
LOW 1.0260
0.618 1.0217
1.000 1.0191
1.618 1.0148
2.618 1.0079
4.250 0.9967
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 1.0322 1.0310
PP 1.0308 1.0284
S1 1.0295 1.0259

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

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