CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 1.0435 1.0454 0.0019 0.2% 1.0525
High 1.0448 1.0466 0.0018 0.2% 1.0700
Low 1.0343 1.0407 0.0064 0.6% 1.0349
Close 1.0449 1.0444 -0.0005 0.0% 1.0409
Range 0.0105 0.0059 -0.0046 -43.8% 0.0351
ATR 0.0120 0.0116 -0.0004 -3.6% 0.0000
Volume 73 244 171 234.2% 954
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 1.0616 1.0589 1.0476
R3 1.0557 1.0530 1.0460
R2 1.0498 1.0498 1.0455
R1 1.0471 1.0471 1.0449 1.0455
PP 1.0439 1.0439 1.0439 1.0431
S1 1.0412 1.0412 1.0439 1.0396
S2 1.0380 1.0380 1.0433
S3 1.0321 1.0353 1.0428
S4 1.0262 1.0294 1.0412
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.1539 1.1325 1.0602
R3 1.1188 1.0974 1.0506
R2 1.0837 1.0837 1.0473
R1 1.0623 1.0623 1.0441 1.0555
PP 1.0486 1.0486 1.0486 1.0452
S1 1.0272 1.0272 1.0377 1.0204
S2 1.0135 1.0135 1.0345
S3 0.9784 0.9921 1.0312
S4 0.9433 0.9570 1.0216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0535 1.0343 0.0192 1.8% 0.0115 1.1% 53% False False 193
10 1.0700 1.0343 0.0357 3.4% 0.0141 1.4% 28% False False 203
20 1.0806 1.0343 0.0463 4.4% 0.0113 1.1% 22% False False 177
40 1.0806 0.9866 0.0940 9.0% 0.0090 0.9% 61% False False 132
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.0022
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.0717
2.618 1.0620
1.618 1.0561
1.000 1.0525
0.618 1.0502
HIGH 1.0466
0.618 1.0443
0.500 1.0437
0.382 1.0430
LOW 1.0407
0.618 1.0371
1.000 1.0348
1.618 1.0312
2.618 1.0253
4.250 1.0156
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 1.0442 1.0431
PP 1.0439 1.0418
S1 1.0437 1.0405

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

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