CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 1.0563 1.0423 -0.0140 -1.3% 1.0798
High 1.0574 1.0610 0.0036 0.3% 1.0806
Low 1.0367 1.0415 0.0048 0.5% 1.0367
Close 1.0397 1.0487 0.0090 0.9% 1.0487
Range 0.0207 0.0195 -0.0012 -5.8% 0.0439
ATR 0.0099 0.0107 0.0008 8.2% 0.0000
Volume 343 275 -68 -19.8% 1,350
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.1089 1.0983 1.0594
R3 1.0894 1.0788 1.0541
R2 1.0699 1.0699 1.0523
R1 1.0593 1.0593 1.0505 1.0646
PP 1.0504 1.0504 1.0504 1.0531
S1 1.0398 1.0398 1.0469 1.0451
S2 1.0309 1.0309 1.0451
S3 1.0114 1.0203 1.0433
S4 0.9919 1.0008 1.0380
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.1870 1.1618 1.0728
R3 1.1431 1.1179 1.0608
R2 1.0992 1.0992 1.0567
R1 1.0740 1.0740 1.0527 1.0647
PP 1.0553 1.0553 1.0553 1.0507
S1 1.0301 1.0301 1.0447 1.0208
S2 1.0114 1.0114 1.0407
S3 0.9675 0.9862 1.0366
S4 0.9236 0.9423 1.0246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0806 1.0367 0.0439 4.2% 0.0135 1.3% 27% False False 270
10 1.0806 1.0367 0.0439 4.2% 0.0112 1.1% 27% False False 190
20 1.0806 1.0189 0.0617 5.9% 0.0092 0.9% 48% False False 146
40 1.0806 0.9550 0.1256 12.0% 0.0085 0.8% 75% False False 105
Crabel Price Patterns
NR True
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1439
2.618 1.1121
1.618 1.0926
1.000 1.0805
0.618 1.0731
HIGH 1.0610
0.618 1.0536
0.500 1.0513
0.382 1.0489
LOW 1.0415
0.618 1.0294
1.000 1.0220
1.618 1.0099
2.618 0.9904
4.250 0.9586
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 1.0513 1.0524
PP 1.0504 1.0512
S1 1.0496 1.0499

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

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