CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 1.0028 1.0015 -0.0013 -0.1% 0.9944
High 1.0028 1.0015 -0.0013 -0.1% 1.0058
Low 1.0028 1.0015 -0.0013 -0.1% 0.9944
Close 1.0028 1.0014 -0.0014 -0.1% 1.0058
Range
ATR 0.0046 0.0044 -0.0002 -5.1% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0015 1.0014 1.0014
R3 1.0015 1.0014 1.0014
R2 1.0015 1.0015 1.0014
R1 1.0014 1.0014 1.0014 1.0015
PP 1.0015 1.0015 1.0015 1.0015
S1 1.0014 1.0014 1.0014 1.0015
S2 1.0015 1.0015 1.0014
S3 1.0015 1.0014 1.0014
S4 1.0015 1.0014 1.0014
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0362 1.0324 1.0121
R3 1.0248 1.0210 1.0089
R2 1.0134 1.0134 1.0079
R1 1.0096 1.0096 1.0068 1.0115
PP 1.0020 1.0020 1.0020 1.0030
S1 0.9982 0.9982 1.0048 1.0001
S2 0.9906 0.9906 1.0037
S3 0.9792 0.9868 1.0027
S4 0.9678 0.9754 0.9995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0058 0.9996 0.0062 0.6% 0.0000 0.0% 29% False False 2
10 1.0058 0.9815 0.0243 2.4% 0.0006 0.1% 82% False False 1
20 1.0058 0.9483 0.0575 5.7% 0.0003 0.0% 92% False False 1
40 1.0058 0.9483 0.0575 5.7% 0.0002 0.0% 92% False False 5
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 1.0015
2.618 1.0015
1.618 1.0015
1.000 1.0015
0.618 1.0015
HIGH 1.0015
0.618 1.0015
0.500 1.0015
0.382 1.0015
LOW 1.0015
0.618 1.0015
1.000 1.0015
1.618 1.0015
2.618 1.0015
4.250 1.0015
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 1.0015 1.0037
PP 1.0015 1.0029
S1 1.0014 1.0022

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

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