CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 1.0166 1.0145 -0.0021 -0.2% 1.0028
High 1.0166 1.0145 -0.0021 -0.2% 1.0188
Low 1.0166 1.0145 -0.0021 -0.2% 1.0015
Close 1.0166 1.0145 -0.0021 -0.2% 1.0188
Range
ATR 0.0045 0.0043 -0.0002 -3.8% 0.0000
Volume 3 3 0 0.0% 13
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0145 1.0145 1.0145
R3 1.0145 1.0145 1.0145
R2 1.0145 1.0145 1.0145
R1 1.0145 1.0145 1.0145 1.0145
PP 1.0145 1.0145 1.0145 1.0145
S1 1.0145 1.0145 1.0145 1.0145
S2 1.0145 1.0145 1.0145
S3 1.0145 1.0145 1.0145
S4 1.0145 1.0145 1.0145
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0649 1.0592 1.0283
R3 1.0476 1.0419 1.0236
R2 1.0303 1.0303 1.0220
R1 1.0246 1.0246 1.0204 1.0275
PP 1.0130 1.0130 1.0130 1.0145
S1 1.0073 1.0073 1.0172 1.0102
S2 0.9957 0.9957 1.0156
S3 0.9784 0.9900 1.0140
S4 0.9611 0.9727 1.0093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0188 1.0109 0.0079 0.8% 0.0000 0.0% 46% False False 3
10 1.0188 0.9996 0.0192 1.9% 0.0000 0.0% 78% False False 2
20 1.0188 0.9483 0.0705 6.9% 0.0003 0.0% 94% False False 1
40 1.0188 0.9483 0.0705 6.9% 0.0002 0.0% 94% False False 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 1.0145
2.618 1.0145
1.618 1.0145
1.000 1.0145
0.618 1.0145
HIGH 1.0145
0.618 1.0145
0.500 1.0145
0.382 1.0145
LOW 1.0145
0.618 1.0145
1.000 1.0145
1.618 1.0145
2.618 1.0145
4.250 1.0145
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 1.0145 1.0167
PP 1.0145 1.0159
S1 1.0145 1.0152

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

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