CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 0.9731 0.9580 -0.0151 -1.6% 0.9750
High 0.9731 0.9580 -0.0151 -1.6% 0.9791
Low 0.9731 0.9580 -0.0151 -1.6% 0.9725
Close 0.9731 0.9580 -0.0151 -1.6% 0.9791
Range
ATR 0.0044 0.0052 0.0008 17.2% 0.0000
Volume 1 1 0 0.0% 25
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 0.9580 0.9580 0.9580
R3 0.9580 0.9580 0.9580
R2 0.9580 0.9580 0.9580
R1 0.9580 0.9580 0.9580 0.9580
PP 0.9580 0.9580 0.9580 0.9580
S1 0.9580 0.9580 0.9580 0.9580
S2 0.9580 0.9580 0.9580
S3 0.9580 0.9580 0.9580
S4 0.9580 0.9580 0.9580
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 0.9967 0.9945 0.9827
R3 0.9901 0.9879 0.9809
R2 0.9835 0.9835 0.9803
R1 0.9813 0.9813 0.9797 0.9824
PP 0.9769 0.9769 0.9769 0.9775
S1 0.9747 0.9747 0.9785 0.9758
S2 0.9703 0.9703 0.9779
S3 0.9637 0.9681 0.9773
S4 0.9571 0.9615 0.9755
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9791 0.9580 0.0211 2.2% 0.0000 0.0% 0% False True 3
10 0.9794 0.9580 0.0214 2.2% 0.0000 0.0% 0% False True 4
20 0.9815 0.9580 0.0235 2.5% 0.0000 0.0% 0% False True 2
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9580
2.618 0.9580
1.618 0.9580
1.000 0.9580
0.618 0.9580
HIGH 0.9580
0.618 0.9580
0.500 0.9580
0.382 0.9580
LOW 0.9580
0.618 0.9580
1.000 0.9580
1.618 0.9580
2.618 0.9580
4.250 0.9580
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 0.9580 0.9686
PP 0.9580 0.9650
S1 0.9580 0.9615

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

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