CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 1.0430 1.0407 -0.0023 -0.2% 1.0220
High 1.0430 1.0407 -0.0023 -0.2% 1.0430
Low 1.0430 1.0407 -0.0023 -0.2% 1.0190
Close 1.0430 1.0407 -0.0023 -0.2% 1.0430
Range
ATR 0.0048 0.0046 -0.0002 -3.7% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0407 1.0407 1.0407
R3 1.0407 1.0407 1.0407
R2 1.0407 1.0407 1.0407
R1 1.0407 1.0407 1.0407 1.0407
PP 1.0407 1.0407 1.0407 1.0407
S1 1.0407 1.0407 1.0407 1.0407
S2 1.0407 1.0407 1.0407
S3 1.0407 1.0407 1.0407
S4 1.0407 1.0407 1.0407
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1070 1.0990 1.0562
R3 1.0830 1.0750 1.0496
R2 1.0590 1.0590 1.0474
R1 1.0510 1.0510 1.0452 1.0550
PP 1.0350 1.0350 1.0350 1.0370
S1 1.0270 1.0270 1.0408 1.0310
S2 1.0110 1.0110 1.0386
S3 0.9870 1.0030 1.0364
S4 0.9630 0.9790 1.0298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0430 1.0190 0.0240 2.3% 0.0000 0.0% 90% False False 1
10 1.0430 1.0145 0.0285 2.7% 0.0000 0.0% 92% False False 2
20 1.0430 0.9944 0.0486 4.7% 0.0000 0.0% 95% False False 2
40 1.0430 0.9483 0.0947 9.1% 0.0002 0.0% 98% False False 2
60 1.0430 0.9483 0.0947 9.1% 0.0001 0.0% 98% False False 4
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 1.0407
2.618 1.0407
1.618 1.0407
1.000 1.0407
0.618 1.0407
HIGH 1.0407
0.618 1.0407
0.500 1.0407
0.382 1.0407
LOW 1.0407
0.618 1.0407
1.000 1.0407
1.618 1.0407
2.618 1.0407
4.250 1.0407
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 1.0407 1.0402
PP 1.0407 1.0397
S1 1.0407 1.0392

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

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