CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 1.0083 1.0116 0.0033 0.3% 0.9972
High 1.0130 1.0126 -0.0004 0.0% 1.0130
Low 1.0060 0.9942 -0.0118 -1.2% 0.9911
Close 1.0116 0.9958 -0.0158 -1.6% 1.0116
Range 0.0070 0.0184 0.0114 162.9% 0.0219
ATR 0.0100 0.0106 0.0006 6.0% 0.0000
Volume 66,785 0 -66,785 -100.0% 415,178
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0561 1.0443 1.0059
R3 1.0377 1.0259 1.0009
R2 1.0193 1.0193 0.9992
R1 1.0075 1.0075 0.9975 1.0042
PP 1.0009 1.0009 1.0009 0.9992
S1 0.9891 0.9891 0.9941 0.9858
S2 0.9825 0.9825 0.9924
S3 0.9641 0.9707 0.9907
S4 0.9457 0.9523 0.9857
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0709 1.0632 1.0236
R3 1.0490 1.0413 1.0176
R2 1.0271 1.0271 1.0156
R1 1.0194 1.0194 1.0136 1.0233
PP 1.0052 1.0052 1.0052 1.0072
S1 0.9975 0.9975 1.0096 1.0014
S2 0.9833 0.9833 1.0076
S3 0.9614 0.9756 1.0056
S4 0.9395 0.9537 0.9996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0130 0.9911 0.0219 2.2% 0.0115 1.2% 21% False False 69,533
10 1.0147 0.9911 0.0236 2.4% 0.0099 1.0% 20% False False 77,809
20 1.0156 0.9812 0.0344 3.5% 0.0101 1.0% 42% False False 85,273
40 1.0168 0.9736 0.0432 4.3% 0.0107 1.1% 51% False False 82,166
60 1.0168 0.9415 0.0753 7.6% 0.0111 1.1% 72% False False 67,575
80 1.0168 0.9415 0.0753 7.6% 0.0113 1.1% 72% False False 50,777
100 1.0168 0.9360 0.0808 8.1% 0.0114 1.1% 74% False False 40,645
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 0.0017
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0908
2.618 1.0608
1.618 1.0424
1.000 1.0310
0.618 1.0240
HIGH 1.0126
0.618 1.0056
0.500 1.0034
0.382 1.0012
LOW 0.9942
0.618 0.9828
1.000 0.9758
1.618 0.9644
2.618 0.9460
4.250 0.9160
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 1.0034 1.0036
PP 1.0009 1.0010
S1 0.9983 0.9984

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

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