CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 0.9713 0.9787 0.0074 0.8% 0.9699
High 0.9831 0.9818 -0.0013 -0.1% 0.9878
Low 0.9699 0.9723 0.0024 0.2% 0.9662
Close 0.9807 0.9755 -0.0052 -0.5% 0.9720
Range 0.0132 0.0095 -0.0037 -28.0% 0.0216
ATR 0.0091 0.0092 0.0000 0.3% 0.0000
Volume 27 63 36 133.3% 475
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0050 0.9998 0.9807
R3 0.9955 0.9903 0.9781
R2 0.9860 0.9860 0.9772
R1 0.9808 0.9808 0.9764 0.9787
PP 0.9765 0.9765 0.9765 0.9755
S1 0.9713 0.9713 0.9746 0.9692
S2 0.9670 0.9670 0.9738
S3 0.9575 0.9618 0.9729
S4 0.9480 0.9523 0.9703
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% 0.0099 1.0% 43% False False 72
10 0.9878 0.9625 0.0253 2.6% 0.0103 1.1% 51% False False 97
20 1.0045 0.9625 0.0420 4.3% 0.0086 0.9% 31% False False 91
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0222
2.618 1.0067
1.618 0.9972
1.000 0.9913
0.618 0.9877
HIGH 0.9818
0.618 0.9782
0.500 0.9771
0.382 0.9759
LOW 0.9723
0.618 0.9664
1.000 0.9628
1.618 0.9569
2.618 0.9474
4.250 0.9319
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 0.9771 0.9760
PP 0.9765 0.9758
S1 0.9760 0.9757

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

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