CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 1.0116 0.9967 -0.0149 -1.5% 0.9972
High 1.0126 1.0037 -0.0089 -0.9% 1.0130
Low 0.9942 0.9958 0.0016 0.2% 0.9911
Close 0.9958 0.9990 0.0032 0.3% 1.0116
Range 0.0184 0.0079 -0.0105 -57.1% 0.0219
ATR 0.0106 0.0104 -0.0002 -1.8% 0.0000
Volume 0 102,446 102,446 415,178
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0232 1.0190 1.0033
R3 1.0153 1.0111 1.0012
R2 1.0074 1.0074 1.0004
R1 1.0032 1.0032 0.9997 1.0053
PP 0.9995 0.9995 0.9995 1.0006
S1 0.9953 0.9953 0.9983 0.9974
S2 0.9916 0.9916 0.9976
S3 0.9837 0.9874 0.9968
S4 0.9758 0.9795 0.9947
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 0.9930 0.0200 2.0% 0.0108 1.1% 30% False False 72,083
10 1.0130 0.9911 0.0219 2.2% 0.0100 1.0% 36% False False 78,560
20 1.0156 0.9812 0.0344 3.4% 0.0100 1.0% 52% False False 84,395
40 1.0168 0.9736 0.0432 4.3% 0.0107 1.1% 59% False False 83,561
60 1.0168 0.9415 0.0753 7.5% 0.0108 1.1% 76% False False 69,271
80 1.0168 0.9415 0.0753 7.5% 0.0113 1.1% 76% False False 52,053
100 1.0168 0.9360 0.0808 8.1% 0.0114 1.1% 78% False False 41,669
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0373
2.618 1.0244
1.618 1.0165
1.000 1.0116
0.618 1.0086
HIGH 1.0037
0.618 1.0007
0.500 0.9998
0.382 0.9988
LOW 0.9958
0.618 0.9909
1.000 0.9879
1.618 0.9830
2.618 0.9751
4.250 0.9622
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 0.9998 1.0036
PP 0.9995 1.0021
S1 0.9993 1.0005

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

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