CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 0.9829 0.9810 -0.0019 -0.2% 0.9774
High 0.9878 0.9810 -0.0068 -0.7% 0.9826
Low 0.9806 0.9662 -0.0144 -1.5% 0.9625
Close 0.9814 0.9704 -0.0110 -1.1% 0.9711
Range 0.0072 0.0148 0.0076 105.6% 0.0201
ATR 0.0087 0.0091 0.0005 5.4% 0.0000
Volume 87 45 -42 -48.3% 518
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0169 1.0085 0.9785
R3 1.0021 0.9937 0.9745
R2 0.9873 0.9873 0.9731
R1 0.9789 0.9789 0.9718 0.9757
PP 0.9725 0.9725 0.9725 0.9710
S1 0.9641 0.9641 0.9690 0.9609
S2 0.9577 0.9577 0.9677
S3 0.9429 0.9493 0.9663
S4 0.9281 0.9345 0.9623
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 0.9662 0.0216 2.2% 0.0108 1.1% 19% False True 110
10 0.9878 0.9625 0.0253 2.6% 0.0097 1.0% 31% False False 110
20 1.0045 0.9625 0.0420 4.3% 0.0080 0.8% 19% False False 82
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 0.0011
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.0439
2.618 1.0197
1.618 1.0049
1.000 0.9958
0.618 0.9901
HIGH 0.9810
0.618 0.9753
0.500 0.9736
0.382 0.9719
LOW 0.9662
0.618 0.9571
1.000 0.9514
1.618 0.9423
2.618 0.9275
4.250 0.9033
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 0.9736 0.9770
PP 0.9725 0.9748
S1 0.9715 0.9726

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

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