CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 1.0660 1.0524 -0.0136 -1.3% 1.0798
High 1.0700 1.0528 -0.0172 -1.6% 1.0806
Low 1.0485 1.0398 -0.0087 -0.8% 1.0367
Close 1.0503 1.0480 -0.0023 -0.2% 1.0487
Range 0.0215 0.0130 -0.0085 -39.5% 0.0439
ATR 0.0118 0.0119 0.0001 0.8% 0.0000
Volume 81 252 171 211.1% 1,350
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 1.0859 1.0799 1.0552
R3 1.0729 1.0669 1.0516
R2 1.0599 1.0599 1.0504
R1 1.0539 1.0539 1.0492 1.0504
PP 1.0469 1.0469 1.0469 1.0451
S1 1.0409 1.0409 1.0468 1.0374
S2 1.0339 1.0339 1.0456
S3 1.0209 1.0279 1.0444
S4 1.0079 1.0149 1.0409
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 1.0700 1.0398 0.0302 2.9% 0.0152 1.4% 27% False True 194
10 1.0806 1.0367 0.0439 4.2% 0.0132 1.3% 26% False False 216
20 1.0806 1.0247 0.0559 5.3% 0.0106 1.0% 42% False False 155
40 1.0806 0.9580 0.1226 11.7% 0.0086 0.8% 73% False False 118
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1081
2.618 1.0868
1.618 1.0738
1.000 1.0658
0.618 1.0608
HIGH 1.0528
0.618 1.0478
0.500 1.0463
0.382 1.0448
LOW 1.0398
0.618 1.0318
1.000 1.0268
1.618 1.0188
2.618 1.0058
4.250 0.9846
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 1.0474 1.0549
PP 1.0469 1.0526
S1 1.0463 1.0503

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

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