CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 0.9916 0.9917 0.0001 0.0% 0.9870
High 1.0009 0.9922 -0.0087 -0.9% 0.9948
Low 0.9896 0.9769 -0.0127 -1.3% 0.9736
Close 0.9928 0.9817 -0.0111 -1.1% 0.9824
Range 0.0113 0.0153 0.0040 35.4% 0.0212
ATR 0.0115 0.0118 0.0003 2.8% 0.0000
Volume 97,263 135,827 38,564 39.6% 510,305
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0295 1.0209 0.9901
R3 1.0142 1.0056 0.9859
R2 0.9989 0.9989 0.9845
R1 0.9903 0.9903 0.9831 0.9870
PP 0.9836 0.9836 0.9836 0.9819
S1 0.9750 0.9750 0.9803 0.9717
S2 0.9683 0.9683 0.9789
S3 0.9530 0.9597 0.9775
S4 0.9377 0.9444 0.9733
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 1.0009 0.9769 0.0240 2.4% 0.0130 1.3% 20% False True 86,504
10 1.0009 0.9736 0.0273 2.8% 0.0122 1.2% 30% False False 95,228
20 1.0168 0.9736 0.0432 4.4% 0.0109 1.1% 19% False False 75,510
40 1.0168 0.9415 0.0753 7.7% 0.0116 1.2% 53% False False 54,783
60 1.0168 0.9415 0.0753 7.7% 0.0118 1.2% 53% False False 36,638
80 1.0168 0.9360 0.0808 8.2% 0.0116 1.2% 57% False False 27,504
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 0.0025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0572
2.618 1.0323
1.618 1.0170
1.000 1.0075
0.618 1.0017
HIGH 0.9922
0.618 0.9864
0.500 0.9846
0.382 0.9827
LOW 0.9769
0.618 0.9674
1.000 0.9616
1.618 0.9521
2.618 0.9368
4.250 0.9119
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 0.9846 0.9889
PP 0.9836 0.9865
S1 0.9827 0.9841

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

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