CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 1.0139 1.0110 -0.0029 -0.3% 1.0137
High 1.0176 1.0127 -0.0049 -0.5% 1.0188
Low 1.0083 1.0046 -0.0037 -0.4% 1.0065
Close 1.0105 1.0099 -0.0006 -0.1% 1.0120
Range 0.0093 0.0081 -0.0012 -12.9% 0.0123
ATR 0.0096 0.0095 -0.0001 -1.1% 0.0000
Volume 103,295 99,391 -3,904 -3.8% 449,836
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0334 1.0297 1.0144
R3 1.0253 1.0216 1.0121
R2 1.0172 1.0172 1.0114
R1 1.0135 1.0135 1.0106 1.0113
PP 1.0091 1.0091 1.0091 1.0080
S1 1.0054 1.0054 1.0092 1.0032
S2 1.0010 1.0010 1.0084
S3 0.9929 0.9973 1.0077
S4 0.9848 0.9892 1.0054
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0493 1.0430 1.0188
R3 1.0370 1.0307 1.0154
R2 1.0247 1.0247 1.0143
R1 1.0184 1.0184 1.0131 1.0154
PP 1.0124 1.0124 1.0124 1.0110
S1 1.0061 1.0061 1.0109 1.0031
S2 1.0001 1.0001 1.0097
S3 0.9878 0.9938 1.0086
S4 0.9755 0.9815 1.0052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0179 1.0046 0.0133 1.3% 0.0082 0.8% 40% False True 97,189
10 1.0188 0.9958 0.0230 2.3% 0.0086 0.8% 61% False False 94,588
20 1.0188 0.9911 0.0277 2.7% 0.0093 0.9% 68% False False 86,199
40 1.0188 0.9736 0.0452 4.5% 0.0104 1.0% 80% False False 88,838
60 1.0188 0.9715 0.0473 4.7% 0.0101 1.0% 81% False False 80,949
80 1.0188 0.9415 0.0773 7.7% 0.0110 1.1% 88% False False 62,571
100 1.0188 0.9415 0.0773 7.7% 0.0113 1.1% 88% False False 50,095
120 1.0188 0.9146 0.1042 10.3% 0.0108 1.1% 91% False False 41,757
Crabel Price Patterns
NR True
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 True
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0471
2.618 1.0339
1.618 1.0258
1.000 1.0208
0.618 1.0177
HIGH 1.0127
0.618 1.0096
0.500 1.0087
0.382 1.0077
LOW 1.0046
0.618 0.9996
1.000 0.9965
1.618 0.9915
2.618 0.9834
4.250 0.9702
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 1.0095 1.0111
PP 1.0091 1.0107
S1 1.0087 1.0103

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

View Archives - Comment on this page... - Back to Index of Symbols