CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 0.9839 0.9790 -0.0049 -0.5% 0.9781
High 0.9839 0.9793 -0.0046 -0.5% 1.0045
Low 0.9765 0.9740 -0.0025 -0.3% 0.9728
Close 0.9798 0.9747 -0.0051 -0.5% 1.0023
Range 0.0074 0.0053 -0.0021 -28.4% 0.0317
ATR 0.0076 0.0075 -0.0001 -1.7% 0.0000
Volume 124 196 72 58.1% 326
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 0.9919 0.9886 0.9776
R3 0.9866 0.9833 0.9762
R2 0.9813 0.9813 0.9757
R1 0.9780 0.9780 0.9752 0.9770
PP 0.9760 0.9760 0.9760 0.9755
S1 0.9727 0.9727 0.9742 0.9717
S2 0.9707 0.9707 0.9737
S3 0.9654 0.9674 0.9732
S4 0.9601 0.9621 0.9718
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0883 1.0770 1.0197
R3 1.0566 1.0453 1.0110
R2 1.0249 1.0249 1.0081
R1 1.0136 1.0136 1.0052 1.0193
PP 0.9932 0.9932 0.9932 0.9960
S1 0.9819 0.9819 0.9994 0.9876
S2 0.9615 0.9615 0.9965
S3 0.9298 0.9502 0.9936
S4 0.8981 0.9185 0.9849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0045 0.9740 0.0305 3.1% 0.0072 0.7% 2% False True 80
10 1.0045 0.9728 0.0317 3.3% 0.0068 0.7% 6% False False 72
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 False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0018
2.618 0.9932
1.618 0.9879
1.000 0.9846
0.618 0.9826
HIGH 0.9793
0.618 0.9773
0.500 0.9767
0.382 0.9760
LOW 0.9740
0.618 0.9707
1.000 0.9687
1.618 0.9654
2.618 0.9601
4.250 0.9515
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 0.9767 0.9839
PP 0.9760 0.9808
S1 0.9754 0.9778

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

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