CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 0.9689 0.9713 0.0024 0.2% 0.9699
High 0.9735 0.9831 0.0096 1.0% 0.9878
Low 0.9689 0.9699 0.0010 0.1% 0.9662
Close 0.9720 0.9807 0.0087 0.9% 0.9720
Range 0.0046 0.0132 0.0086 187.0% 0.0216
ATR 0.0088 0.0091 0.0003 3.5% 0.0000
Volume 139 27 -112 -80.6% 475
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0175 1.0123 0.9880
R3 1.0043 0.9991 0.9843
R2 0.9911 0.9911 0.9831
R1 0.9859 0.9859 0.9819 0.9885
PP 0.9779 0.9779 0.9779 0.9792
S1 0.9727 0.9727 0.9795 0.9753
S2 0.9647 0.9647 0.9783
S3 0.9515 0.9595 0.9771
S4 0.9383 0.9463 0.9734
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0401 1.0277 0.9839
R3 1.0185 1.0061 0.9779
R2 0.9969 0.9969 0.9760
R1 0.9845 0.9845 0.9740 0.9907
PP 0.9753 0.9753 0.9753 0.9785
S1 0.9629 0.9629 0.9700 0.9691
S2 0.9537 0.9537 0.9680
S3 0.9321 0.9413 0.9661
S4 0.9105 0.9197 0.9601
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% 0.0105 1.1% 67% False False 100
10 0.9878 0.9625 0.0253 2.6% 0.0101 1.0% 72% False False 102
20 1.0045 0.9625 0.0420 4.3% 0.0087 0.9% 43% False False 89
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0392
2.618 1.0177
1.618 1.0045
1.000 0.9963
0.618 0.9913
HIGH 0.9831
0.618 0.9781
0.500 0.9765
0.382 0.9749
LOW 0.9699
0.618 0.9617
1.000 0.9567
1.618 0.9485
2.618 0.9353
4.250 0.9138
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 0.9793 0.9787
PP 0.9779 0.9767
S1 0.9765 0.9747

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

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