CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 1.0459 1.0526 0.0067 0.6% 1.0220
High 1.0459 1.0526 0.0067 0.6% 1.0430
Low 1.0459 1.0526 0.0067 0.6% 1.0190
Close 1.0459 1.0526 0.0067 0.6% 1.0430
Range
ATR 0.0047 0.0048 0.0001 3.1% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0526 1.0526 1.0526
R3 1.0526 1.0526 1.0526
R2 1.0526 1.0526 1.0526
R1 1.0526 1.0526 1.0526 1.0526
PP 1.0526 1.0526 1.0526 1.0526
S1 1.0526 1.0526 1.0526 1.0526
S2 1.0526 1.0526 1.0526
S3 1.0526 1.0526 1.0526
S4 1.0526 1.0526 1.0526
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 1.0526 1.0354 0.0172 1.6% 0.0000 0.0% 100% True False 1
10 1.0526 1.0170 0.0356 3.4% 0.0000 0.0% 100% True False 1
20 1.0526 0.9996 0.0530 5.0% 0.0000 0.0% 100% True False 2
40 1.0526 0.9483 0.1043 9.9% 0.0002 0.0% 100% True False 2
60 1.0526 0.9483 0.1043 9.9% 0.0001 0.0% 100% True 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 1.0526
2.618 1.0526
1.618 1.0526
1.000 1.0526
0.618 1.0526
HIGH 1.0526
0.618 1.0526
0.500 1.0526
0.382 1.0526
LOW 1.0526
0.618 1.0526
1.000 1.0526
1.618 1.0526
2.618 1.0526
4.250 1.0526
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 1.0526 1.0506
PP 1.0526 1.0486
S1 1.0526 1.0467

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

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