CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 0.9955 0.9996 0.0041 0.4% 0.9767
High 1.0057 1.0089 0.0032 0.3% 0.9971
Low 0.9944 0.9993 0.0049 0.5% 0.9760
Close 1.0001 1.0081 0.0080 0.8% 0.9952
Range 0.0113 0.0096 -0.0017 -15.0% 0.0211
ATR 0.0110 0.0109 -0.0001 -0.9% 0.0000
Volume 43,496 37,750 -5,746 -13.2% 193,295
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0342 1.0308 1.0134
R3 1.0246 1.0212 1.0107
R2 1.0150 1.0150 1.0099
R1 1.0116 1.0116 1.0090 1.0133
PP 1.0054 1.0054 1.0054 1.0063
S1 1.0020 1.0020 1.0072 1.0037
S2 0.9958 0.9958 1.0063
S3 0.9862 0.9924 1.0055
S4 0.9766 0.9828 1.0028
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0527 1.0451 1.0068
R3 1.0316 1.0240 1.0010
R2 1.0105 1.0105 0.9991
R1 1.0029 1.0029 0.9971 1.0067
PP 0.9894 0.9894 0.9894 0.9914
S1 0.9818 0.9818 0.9933 0.9856
S2 0.9683 0.9683 0.9913
S3 0.9472 0.9607 0.9894
S4 0.9261 0.9396 0.9836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0089 0.9849 0.0240 2.4% 0.0091 0.9% 97% True False 43,136
10 1.0089 0.9725 0.0364 3.6% 0.0093 0.9% 98% True False 53,942
20 1.0089 0.9415 0.0674 6.7% 0.0109 1.1% 99% True False 44,632
40 1.0089 0.9415 0.0674 6.7% 0.0119 1.2% 99% True False 22,570
60 1.0089 0.9360 0.0729 7.2% 0.0120 1.2% 99% True False 15,094
80 1.0089 0.8918 0.1171 11.6% 0.0105 1.0% 99% True False 11,327
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0497
2.618 1.0340
1.618 1.0244
1.000 1.0185
0.618 1.0148
HIGH 1.0089
0.618 1.0052
0.500 1.0041
0.382 1.0030
LOW 0.9993
0.618 0.9934
1.000 0.9897
1.618 0.9838
2.618 0.9742
4.250 0.9585
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 1.0068 1.0046
PP 1.0054 1.0010
S1 1.0041 0.9975

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

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