CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 0.9699 0.9829 0.0130 1.3% 0.9774
High 0.9810 0.9878 0.0068 0.7% 0.9826
Low 0.9683 0.9806 0.0123 1.3% 0.9625
Close 0.9802 0.9814 0.0012 0.1% 0.9711
Range 0.0127 0.0072 -0.0055 -43.3% 0.0201
ATR 0.0088 0.0087 -0.0001 -0.9% 0.0000
Volume 204 87 -117 -57.4% 518
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0049 1.0003 0.9854
R3 0.9977 0.9931 0.9834
R2 0.9905 0.9905 0.9827
R1 0.9859 0.9859 0.9821 0.9846
PP 0.9833 0.9833 0.9833 0.9826
S1 0.9787 0.9787 0.9807 0.9774
S2 0.9761 0.9761 0.9801
S3 0.9689 0.9715 0.9794
S4 0.9617 0.9643 0.9774
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 0.9878 0.9625 0.0253 2.6% 0.0104 1.1% 75% True False 135
10 0.9878 0.9625 0.0253 2.6% 0.0089 0.9% 75% True False 118
20 1.0045 0.9625 0.0420 4.3% 0.0074 0.8% 45% False False 80
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0184
2.618 1.0066
1.618 0.9994
1.000 0.9950
0.618 0.9922
HIGH 0.9878
0.618 0.9850
0.500 0.9842
0.382 0.9834
LOW 0.9806
0.618 0.9762
1.000 0.9734
1.618 0.9690
2.618 0.9618
4.250 0.9500
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 0.9842 0.9801
PP 0.9833 0.9788
S1 0.9823 0.9775

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

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