CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 0.9733 0.9625 -0.0108 -1.1% 0.9996
High 0.9733 0.9752 0.0019 0.2% 0.9996
Low 0.9644 0.9625 -0.0019 -0.2% 0.9721
Close 0.9680 0.9776 0.0096 1.0% 0.9760
Range 0.0089 0.0127 0.0038 42.7% 0.0275
ATR 0.0079 0.0082 0.0003 4.4% 0.0000
Volume 24 174 150 625.0% 439
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0099 1.0064 0.9846
R3 0.9972 0.9937 0.9811
R2 0.9845 0.9845 0.9799
R1 0.9810 0.9810 0.9788 0.9828
PP 0.9718 0.9718 0.9718 0.9726
S1 0.9683 0.9683 0.9764 0.9701
S2 0.9591 0.9591 0.9753
S3 0.9464 0.9556 0.9741
S4 0.9337 0.9429 0.9706
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 0.9797 0.9625 0.0172 1.8% 0.0085 0.9% 88% False True 110
10 1.0045 0.9625 0.0420 4.3% 0.0079 0.8% 36% False True 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0292
2.618 1.0084
1.618 0.9957
1.000 0.9879
0.618 0.9830
HIGH 0.9752
0.618 0.9703
0.500 0.9689
0.382 0.9674
LOW 0.9625
0.618 0.9547
1.000 0.9498
1.618 0.9420
2.618 0.9293
4.250 0.9085
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 0.9747 0.9751
PP 0.9718 0.9726
S1 0.9689 0.9702

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

View Archives - Comment on this page... - Back to Index of Symbols