CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 0.9768 0.9763 -0.0005 -0.1% 0.9774
High 0.9826 0.9799 -0.0027 -0.3% 0.9826
Low 0.9759 0.9671 -0.0088 -0.9% 0.9625
Close 0.9792 0.9711 -0.0081 -0.8% 0.9711
Range 0.0067 0.0128 0.0061 91.0% 0.0201
ATR 0.0081 0.0085 0.0003 4.1% 0.0000
Volume 138 76 -62 -44.9% 518
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0111 1.0039 0.9781
R3 0.9983 0.9911 0.9746
R2 0.9855 0.9855 0.9734
R1 0.9783 0.9783 0.9723 0.9755
PP 0.9727 0.9727 0.9727 0.9713
S1 0.9655 0.9655 0.9699 0.9627
S2 0.9599 0.9599 0.9688
S3 0.9471 0.9527 0.9676
S4 0.9343 0.9399 0.9641
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0324 1.0218 0.9822
R3 1.0123 1.0017 0.9766
R2 0.9922 0.9922 0.9748
R1 0.9816 0.9816 0.9729 0.9769
PP 0.9721 0.9721 0.9721 0.9697
S1 0.9615 0.9615 0.9693 0.9568
S2 0.9520 0.9520 0.9674
S3 0.9319 0.9414 0.9656
S4 0.9118 0.9213 0.9600
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9826 0.9625 0.0201 2.1% 0.0098 1.0% 43% False False 103
10 0.9996 0.9625 0.0371 3.8% 0.0084 0.9% 23% False False 95
20 1.0045 0.9625 0.0420 4.3% 0.0068 0.7% 20% False False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.0343
2.618 1.0134
1.618 1.0006
1.000 0.9927
0.618 0.9878
HIGH 0.9799
0.618 0.9750
0.500 0.9735
0.382 0.9720
LOW 0.9671
0.618 0.9592
1.000 0.9543
1.618 0.9464
2.618 0.9336
4.250 0.9127
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 0.9735 0.9726
PP 0.9727 0.9721
S1 0.9719 0.9716

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

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