CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 1.0326 1.0321 -0.0005 0.0% 1.0454
High 1.0326 1.0321 -0.0005 0.0% 1.0515
Low 1.0326 1.0321 -0.0005 0.0% 1.0285
Close 1.0326 1.0321 -0.0005 0.0% 1.0285
Range
ATR 0.0063 0.0059 -0.0004 -6.6% 0.0000
Volume 12 12 0 0.0% 60
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 1.0321 1.0321 1.0321
R3 1.0321 1.0321 1.0321
R2 1.0321 1.0321 1.0321
R1 1.0321 1.0321 1.0321 1.0321
PP 1.0321 1.0321 1.0321 1.0321
S1 1.0321 1.0321 1.0321 1.0321
S2 1.0321 1.0321 1.0321
S3 1.0321 1.0321 1.0321
S4 1.0321 1.0321 1.0321
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.1052 1.0898 1.0412
R3 1.0822 1.0668 1.0348
R2 1.0592 1.0592 1.0327
R1 1.0438 1.0438 1.0306 1.0400
PP 1.0362 1.0362 1.0362 1.0343
S1 1.0208 1.0208 1.0264 1.0170
S2 1.0132 1.0132 1.0243
S3 0.9902 0.9978 1.0222
S4 0.9672 0.9748 1.0159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0355 1.0285 0.0070 0.7% 0.0000 0.0% 51% False False 12
10 1.0515 1.0274 0.0241 2.3% 0.0006 0.1% 20% False False 12
20 1.0651 1.0274 0.0377 3.7% 0.0004 0.0% 12% False False 8
40 1.0651 0.9815 0.0836 8.1% 0.0003 0.0% 61% False False 5
60 1.0651 0.9483 0.1168 11.3% 0.0002 0.0% 72% 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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.0321
2.618 1.0321
1.618 1.0321
1.000 1.0321
0.618 1.0321
HIGH 1.0321
0.618 1.0321
0.500 1.0321
0.382 1.0321
LOW 1.0321
0.618 1.0321
1.000 1.0321
1.618 1.0321
2.618 1.0321
4.250 1.0321
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 1.0321 1.0318
PP 1.0321 1.0315
S1 1.0321 1.0313

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

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