CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 0.9790 0.9739 -0.0051 -0.5% 0.9996
High 0.9793 0.9797 0.0004 0.0% 0.9996
Low 0.9740 0.9721 -0.0019 -0.2% 0.9721
Close 0.9747 0.9760 0.0013 0.1% 0.9760
Range 0.0053 0.0076 0.0023 43.4% 0.0275
ATR 0.0075 0.0075 0.0000 0.1% 0.0000
Volume 196 53 -143 -73.0% 439
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 0.9987 0.9950 0.9802
R3 0.9911 0.9874 0.9781
R2 0.9835 0.9835 0.9774
R1 0.9798 0.9798 0.9767 0.9817
PP 0.9759 0.9759 0.9759 0.9769
S1 0.9722 0.9722 0.9753 0.9741
S2 0.9683 0.9683 0.9746
S3 0.9607 0.9646 0.9739
S4 0.9531 0.9570 0.9718
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0651 1.0480 0.9911
R3 1.0376 1.0205 0.9836
R2 1.0101 1.0101 0.9810
R1 0.9930 0.9930 0.9785 0.9878
PP 0.9826 0.9826 0.9826 0.9800
S1 0.9655 0.9655 0.9735 0.9603
S2 0.9551 0.9551 0.9710
S3 0.9276 0.9380 0.9684
S4 0.9001 0.9105 0.9609
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9996 0.9721 0.0275 2.8% 0.0070 0.7% 14% False True 87
10 1.0045 0.9721 0.0324 3.3% 0.0073 0.7% 12% False True 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0120
2.618 0.9996
1.618 0.9920
1.000 0.9873
0.618 0.9844
HIGH 0.9797
0.618 0.9768
0.500 0.9759
0.382 0.9750
LOW 0.9721
0.618 0.9674
1.000 0.9645
1.618 0.9598
2.618 0.9522
4.250 0.9398
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 0.9760 0.9780
PP 0.9759 0.9773
S1 0.9759 0.9767

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

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