CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 0.9870 0.9861 -0.0009 -0.1% 1.0132
High 0.9905 0.9885 -0.0020 -0.2% 1.0137
Low 0.9806 0.9744 -0.0062 -0.6% 0.9828
Close 0.9885 0.9792 -0.0093 -0.9% 0.9874
Range 0.0099 0.0141 0.0042 42.4% 0.0309
ATR 0.0105 0.0108 0.0003 2.4% 0.0000
Volume 88,192 116,494 28,302 32.1% 482,172
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0230 1.0152 0.9870
R3 1.0089 1.0011 0.9831
R2 0.9948 0.9948 0.9818
R1 0.9870 0.9870 0.9805 0.9839
PP 0.9807 0.9807 0.9807 0.9791
S1 0.9729 0.9729 0.9779 0.9698
S2 0.9666 0.9666 0.9766
S3 0.9525 0.9588 0.9753
S4 0.9384 0.9447 0.9714
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0873 1.0683 1.0044
R3 1.0564 1.0374 0.9959
R2 1.0255 1.0255 0.9931
R1 1.0065 1.0065 0.9902 1.0006
PP 0.9946 0.9946 0.9946 0.9917
S1 0.9756 0.9756 0.9846 0.9697
S2 0.9637 0.9637 0.9817
S3 0.9328 0.9447 0.9789
S4 0.9019 0.9138 0.9704
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9991 0.9744 0.0247 2.5% 0.0105 1.1% 19% False True 105,305
10 1.0168 0.9744 0.0424 4.3% 0.0102 1.0% 11% False True 79,357
20 1.0168 0.9725 0.0443 4.5% 0.0097 1.0% 15% False False 68,895
40 1.0168 0.9415 0.0753 7.7% 0.0113 1.2% 50% False False 41,404
60 1.0168 0.9415 0.0753 7.7% 0.0120 1.2% 50% False False 27,677
80 1.0168 0.9240 0.0928 9.5% 0.0112 1.1% 59% False False 20,774
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0484
2.618 1.0254
1.618 1.0113
1.000 1.0026
0.618 0.9972
HIGH 0.9885
0.618 0.9831
0.500 0.9815
0.382 0.9798
LOW 0.9744
0.618 0.9657
1.000 0.9603
1.618 0.9516
2.618 0.9375
4.250 0.9145
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 0.9815 0.9830
PP 0.9807 0.9817
S1 0.9800 0.9805

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

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