CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 0.9915 0.9990 0.0075 0.8% 0.9684
High 0.9964 0.9990 0.0026 0.3% 0.9828
Low 0.9915 0.9935 0.0020 0.2% 0.9684
Close 0.9963 0.9949 -0.0014 -0.1% 0.9836
Range 0.0049 0.0055 0.0006 12.2% 0.0144
ATR
Volume 38 57 19 50.0% 80
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0123 1.0091 0.9979
R3 1.0068 1.0036 0.9964
R2 1.0013 1.0013 0.9959
R1 0.9981 0.9981 0.9954 0.9970
PP 0.9958 0.9958 0.9958 0.9952
S1 0.9926 0.9926 0.9944 0.9915
S2 0.9903 0.9903 0.9939
S3 0.9848 0.9871 0.9934
S4 0.9793 0.9816 0.9919
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0215 1.0169 0.9915
R3 1.0071 1.0025 0.9876
R2 0.9927 0.9927 0.9862
R1 0.9881 0.9881 0.9849 0.9904
PP 0.9783 0.9783 0.9783 0.9794
S1 0.9737 0.9737 0.9823 0.9760
S2 0.9639 0.9639 0.9810
S3 0.9495 0.9593 0.9796
S4 0.9351 0.9449 0.9757
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9990 0.9728 0.0262 2.6% 0.0064 0.6% 84% True False 65
10 0.9990 0.9659 0.0331 3.3% 0.0043 0.4% 88% True False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0224
2.618 1.0134
1.618 1.0079
1.000 1.0045
0.618 1.0024
HIGH 0.9990
0.618 0.9969
0.500 0.9963
0.382 0.9956
LOW 0.9935
0.618 0.9901
1.000 0.9880
1.618 0.9846
2.618 0.9791
4.250 0.9701
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 0.9963 0.9942
PP 0.9958 0.9934
S1 0.9954 0.9927

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

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