CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 1.0439 1.0274 -0.0165 -1.6% 1.0407
High 1.0439 1.0274 -0.0165 -1.6% 1.0651
Low 1.0439 1.0274 -0.0165 -1.6% 1.0407
Close 1.0439 1.0274 -0.0165 -1.6% 1.0651
Range
ATR 0.0051 0.0059 0.0008 16.1% 0.0000
Volume 25 15 -10 -40.0% 5
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 1.0274 1.0274 1.0274
R3 1.0274 1.0274 1.0274
R2 1.0274 1.0274 1.0274
R1 1.0274 1.0274 1.0274 1.0274
PP 1.0274 1.0274 1.0274 1.0274
S1 1.0274 1.0274 1.0274 1.0274
S2 1.0274 1.0274 1.0274
S3 1.0274 1.0274 1.0274
S4 1.0274 1.0274 1.0274
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1302 1.1220 1.0785
R3 1.1058 1.0976 1.0718
R2 1.0814 1.0814 1.0696
R1 1.0732 1.0732 1.0673 1.0773
PP 1.0570 1.0570 1.0570 1.0590
S1 1.0488 1.0488 1.0629 1.0529
S2 1.0326 1.0326 1.0606
S3 1.0082 1.0244 1.0584
S4 0.9838 1.0000 1.0517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0651 1.0274 0.0377 3.7% 0.0003 0.0% 0% False True 8
10 1.0651 1.0274 0.0377 3.7% 0.0002 0.0% 0% False True 4
20 1.0651 1.0123 0.0528 5.1% 0.0001 0.0% 29% False False 3
40 1.0651 0.9483 0.1168 11.4% 0.0002 0.0% 68% False False 2
60 1.0651 0.9483 0.1168 11.4% 0.0001 0.0% 68% 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 0.0001
Fibonacci Retracements and Extensions
4.250 1.0274
2.618 1.0274
1.618 1.0274
1.000 1.0274
0.618 1.0274
HIGH 1.0274
0.618 1.0274
0.500 1.0274
0.382 1.0274
LOW 1.0274
0.618 1.0274
1.000 1.0274
1.618 1.0274
2.618 1.0274
4.250 1.0274
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 1.0274 1.0435
PP 1.0274 1.0381
S1 1.0274 1.0328

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

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