CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 0.9739 0.9774 0.0035 0.4% 0.9996
High 0.9797 0.9778 -0.0019 -0.2% 0.9996
Low 0.9721 0.9700 -0.0021 -0.2% 0.9721
Close 0.9760 0.9771 0.0011 0.1% 0.9760
Range 0.0076 0.0078 0.0002 2.6% 0.0275
ATR 0.0075 0.0075 0.0000 0.3% 0.0000
Volume 53 106 53 100.0% 439
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 0.9984 0.9955 0.9814
R3 0.9906 0.9877 0.9792
R2 0.9828 0.9828 0.9785
R1 0.9799 0.9799 0.9778 0.9775
PP 0.9750 0.9750 0.9750 0.9737
S1 0.9721 0.9721 0.9764 0.9697
S2 0.9672 0.9672 0.9757
S3 0.9594 0.9643 0.9750
S4 0.9516 0.9565 0.9728
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 0.9938 0.9700 0.0238 2.4% 0.0076 0.8% 30% False True 97
10 1.0045 0.9700 0.0345 3.5% 0.0070 0.7% 21% False True 86
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0110
2.618 0.9982
1.618 0.9904
1.000 0.9856
0.618 0.9826
HIGH 0.9778
0.618 0.9748
0.500 0.9739
0.382 0.9730
LOW 0.9700
0.618 0.9652
1.000 0.9622
1.618 0.9574
2.618 0.9496
4.250 0.9369
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 0.9760 0.9764
PP 0.9750 0.9756
S1 0.9739 0.9749

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

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