CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 0.9805 0.9827 0.0022 0.2% 0.9833
High 0.9856 0.9963 0.0107 1.1% 1.0009
Low 0.9778 0.9804 0.0026 0.3% 0.9769
Close 0.9833 0.9921 0.0088 0.9% 0.9833
Range 0.0078 0.0159 0.0081 103.8% 0.0240
ATR 0.0115 0.0118 0.0003 2.7% 0.0000
Volume 79,358 79,419 61 0.1% 312,448
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0373 1.0306 1.0008
R3 1.0214 1.0147 0.9965
R2 1.0055 1.0055 0.9950
R1 0.9988 0.9988 0.9936 1.0022
PP 0.9896 0.9896 0.9896 0.9913
S1 0.9829 0.9829 0.9906 0.9863
S2 0.9737 0.9737 0.9892
S3 0.9578 0.9670 0.9877
S4 0.9419 0.9511 0.9834
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0590 1.0452 0.9965
R3 1.0350 1.0212 0.9899
R2 1.0110 1.0110 0.9877
R1 0.9972 0.9972 0.9855 0.9953
PP 0.9870 0.9870 0.9870 0.9861
S1 0.9732 0.9732 0.9811 0.9713
S2 0.9630 0.9630 0.9789
S3 0.9390 0.9492 0.9767
S4 0.9150 0.9252 0.9701
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% 0.0129 1.3% 63% False False 78,373
10 1.0009 0.9736 0.0273 2.8% 0.0128 1.3% 68% False False 90,217
20 1.0168 0.9736 0.0432 4.4% 0.0114 1.1% 43% False False 79,058
40 1.0168 0.9415 0.0753 7.6% 0.0115 1.2% 67% False False 58,726
60 1.0168 0.9415 0.0753 7.6% 0.0118 1.2% 67% False False 39,279
80 1.0168 0.9360 0.0808 8.1% 0.0117 1.2% 69% False False 29,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.0639
2.618 1.0379
1.618 1.0220
1.000 1.0122
0.618 1.0061
HIGH 0.9963
0.618 0.9902
0.500 0.9884
0.382 0.9865
LOW 0.9804
0.618 0.9706
1.000 0.9645
1.618 0.9547
2.618 0.9388
4.250 0.9128
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 0.9909 0.9903
PP 0.9896 0.9884
S1 0.9884 0.9866

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

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