CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 0.9820 0.9735 -0.0085 -0.9% 0.9713
High 0.9820 0.9824 0.0004 0.0% 0.9831
Low 0.9719 0.9720 0.0001 0.0% 0.9699
Close 0.9760 0.9772 0.0012 0.1% 0.9772
Range 0.0101 0.0104 0.0003 3.0% 0.0132
ATR 0.0090 0.0091 0.0001 1.1% 0.0000
Volume 96 53 -43 -44.8% 353
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0084 1.0032 0.9829
R3 0.9980 0.9928 0.9801
R2 0.9876 0.9876 0.9791
R1 0.9824 0.9824 0.9782 0.9850
PP 0.9772 0.9772 0.9772 0.9785
S1 0.9720 0.9720 0.9762 0.9746
S2 0.9668 0.9668 0.9753
S3 0.9564 0.9616 0.9743
S4 0.9460 0.9512 0.9715
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0163 1.0100 0.9845
R3 1.0031 0.9968 0.9808
R2 0.9899 0.9899 0.9796
R1 0.9836 0.9836 0.9784 0.9868
PP 0.9767 0.9767 0.9767 0.9783
S1 0.9704 0.9704 0.9760 0.9736
S2 0.9635 0.9635 0.9748
S3 0.9503 0.9572 0.9736
S4 0.9371 0.9440 0.9699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9831 0.9699 0.0132 1.4% 0.0093 1.0% 55% False False 70
10 0.9878 0.9662 0.0216 2.2% 0.0099 1.0% 51% False False 90
20 1.0045 0.9625 0.0420 4.3% 0.0089 0.9% 35% False False 90
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0266
2.618 1.0096
1.618 0.9992
1.000 0.9928
0.618 0.9888
HIGH 0.9824
0.618 0.9784
0.500 0.9772
0.382 0.9760
LOW 0.9720
0.618 0.9656
1.000 0.9616
1.618 0.9552
2.618 0.9448
4.250 0.9278
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 0.9772 0.9772
PP 0.9772 0.9772
S1 0.9772 0.9772

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

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