CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 1.0454 1.0475 0.0021 0.2% 1.0525
High 1.0466 1.0501 0.0035 0.3% 1.0700
Low 1.0407 1.0440 0.0033 0.3% 1.0349
Close 1.0444 1.0495 0.0051 0.5% 1.0409
Range 0.0059 0.0061 0.0002 3.4% 0.0351
ATR 0.0116 0.0112 -0.0004 -3.4% 0.0000
Volume 244 313 69 28.3% 954
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 1.0662 1.0639 1.0529
R3 1.0601 1.0578 1.0512
R2 1.0540 1.0540 1.0506
R1 1.0517 1.0517 1.0501 1.0529
PP 1.0479 1.0479 1.0479 1.0484
S1 1.0456 1.0456 1.0489 1.0468
S2 1.0418 1.0418 1.0484
S3 1.0357 1.0395 1.0478
S4 1.0296 1.0334 1.0461
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% 0.0101 1.0% 79% False False 205
10 1.0700 1.0343 0.0357 3.4% 0.0127 1.2% 43% False False 200
20 1.0806 1.0343 0.0463 4.4% 0.0111 1.1% 33% False False 191
40 1.0806 0.9905 0.0901 8.6% 0.0090 0.9% 65% False False 136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0760
2.618 1.0661
1.618 1.0600
1.000 1.0562
0.618 1.0539
HIGH 1.0501
0.618 1.0478
0.500 1.0471
0.382 1.0463
LOW 1.0440
0.618 1.0402
1.000 1.0379
1.618 1.0341
2.618 1.0280
4.250 1.0181
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 1.0487 1.0471
PP 1.0479 1.0446
S1 1.0471 1.0422

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

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