CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 0.9975 0.9972 -0.0003 0.0% 1.0097
High 0.9998 1.0040 0.0042 0.4% 1.0147
Low 0.9925 0.9968 0.0043 0.4% 0.9925
Close 0.9982 0.9995 0.0013 0.1% 0.9982
Range 0.0073 0.0072 -0.0001 -1.4% 0.0222
ATR 0.0103 0.0101 -0.0002 -2.2% 0.0000
Volume 79,569 67,511 -12,058 -15.2% 421,377
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0217 1.0178 1.0035
R3 1.0145 1.0106 1.0015
R2 1.0073 1.0073 1.0008
R1 1.0034 1.0034 1.0002 1.0054
PP 1.0001 1.0001 1.0001 1.0011
S1 0.9962 0.9962 0.9988 0.9982
S2 0.9929 0.9929 0.9982
S3 0.9857 0.9890 0.9975
S4 0.9785 0.9818 0.9955
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0684 1.0555 1.0104
R3 1.0462 1.0333 1.0043
R2 1.0240 1.0240 1.0023
R1 1.0111 1.0111 1.0002 1.0065
PP 1.0018 1.0018 1.0018 0.9995
S1 0.9889 0.9889 0.9962 0.9843
S2 0.9796 0.9796 0.9941
S3 0.9574 0.9667 0.9921
S4 0.9352 0.9445 0.9860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0147 0.9925 0.0222 2.2% 0.0083 0.8% 32% False False 86,085
10 1.0156 0.9912 0.0244 2.4% 0.0091 0.9% 34% False False 85,746
20 1.0156 0.9769 0.0387 3.9% 0.0105 1.0% 58% False False 87,483
40 1.0168 0.9736 0.0432 4.3% 0.0103 1.0% 60% False False 79,868
60 1.0168 0.9415 0.0753 7.5% 0.0111 1.1% 77% False False 61,829
80 1.0168 0.9415 0.0753 7.5% 0.0114 1.1% 77% False False 46,444
100 1.0168 0.9264 0.0904 9.0% 0.0113 1.1% 81% False False 37,170
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0346
2.618 1.0228
1.618 1.0156
1.000 1.0112
0.618 1.0084
HIGH 1.0040
0.618 1.0012
0.500 1.0004
0.382 0.9996
LOW 0.9968
0.618 0.9924
1.000 0.9896
1.618 0.9852
2.618 0.9780
4.250 0.9662
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 1.0004 1.0014
PP 1.0001 1.0007
S1 0.9998 1.0001

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

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