CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 0.9888 0.9917 0.0029 0.3% 0.9870
High 0.9948 0.9921 -0.0027 -0.3% 0.9948
Low 0.9845 0.9784 -0.0061 -0.6% 0.9736
Close 0.9905 0.9824 -0.0081 -0.8% 0.9824
Range 0.0103 0.0137 0.0034 33.0% 0.0212
ATR 0.0110 0.0112 0.0002 1.7% 0.0000
Volume 100,157 99,274 -883 -0.9% 510,305
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0254 1.0176 0.9899
R3 1.0117 1.0039 0.9862
R2 0.9980 0.9980 0.9849
R1 0.9902 0.9902 0.9837 0.9873
PP 0.9843 0.9843 0.9843 0.9828
S1 0.9765 0.9765 0.9811 0.9736
S2 0.9706 0.9706 0.9799
S3 0.9569 0.9628 0.9786
S4 0.9432 0.9491 0.9749
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0472 1.0360 0.9941
R3 1.0260 1.0148 0.9882
R2 1.0048 1.0048 0.9863
R1 0.9936 0.9936 0.9843 0.9886
PP 0.9836 0.9836 0.9836 0.9811
S1 0.9724 0.9724 0.9805 0.9674
S2 0.9624 0.9624 0.9785
S3 0.9412 0.9512 0.9766
S4 0.9200 0.9300 0.9707
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9948 0.9736 0.0212 2.2% 0.0127 1.3% 42% False False 102,061
10 1.0137 0.9736 0.0401 4.1% 0.0114 1.2% 22% False False 99,247
20 1.0168 0.9736 0.0432 4.4% 0.0101 1.0% 20% False False 72,253
40 1.0168 0.9415 0.0753 7.7% 0.0114 1.2% 54% False False 49,002
60 1.0168 0.9415 0.0753 7.7% 0.0117 1.2% 54% False False 32,764
80 1.0168 0.9264 0.0904 9.2% 0.0115 1.2% 62% False False 24,592
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0503
2.618 1.0280
1.618 1.0143
1.000 1.0058
0.618 1.0006
HIGH 0.9921
0.618 0.9869
0.500 0.9853
0.382 0.9836
LOW 0.9784
0.618 0.9699
1.000 0.9647
1.618 0.9562
2.618 0.9425
4.250 0.9202
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 0.9853 0.9842
PP 0.9843 0.9836
S1 0.9834 0.9830

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

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