CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 0.9763 0.9699 -0.0064 -0.7% 0.9774
High 0.9799 0.9810 0.0011 0.1% 0.9826
Low 0.9671 0.9683 0.0012 0.1% 0.9625
Close 0.9711 0.9802 0.0091 0.9% 0.9711
Range 0.0128 0.0127 -0.0001 -0.8% 0.0201
ATR 0.0085 0.0088 0.0003 3.6% 0.0000
Volume 76 204 128 168.4% 518
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0146 1.0101 0.9872
R3 1.0019 0.9974 0.9837
R2 0.9892 0.9892 0.9825
R1 0.9847 0.9847 0.9814 0.9870
PP 0.9765 0.9765 0.9765 0.9776
S1 0.9720 0.9720 0.9790 0.9743
S2 0.9638 0.9638 0.9779
S3 0.9511 0.9593 0.9767
S4 0.9384 0.9466 0.9732
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% 0.0108 1.1% 88% False False 123
10 0.9938 0.9625 0.0313 3.2% 0.0092 0.9% 57% False False 110
20 1.0045 0.9625 0.0420 4.3% 0.0072 0.7% 42% False False 78
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0350
2.618 1.0142
1.618 1.0015
1.000 0.9937
0.618 0.9888
HIGH 0.9810
0.618 0.9761
0.500 0.9747
0.382 0.9732
LOW 0.9683
0.618 0.9605
1.000 0.9556
1.618 0.9478
2.618 0.9351
4.250 0.9143
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 0.9784 0.9784
PP 0.9765 0.9766
S1 0.9747 0.9749

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

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