CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 0.9735 0.9700 -0.0035 -0.4% 0.9713
High 0.9824 0.9819 -0.0005 -0.1% 0.9831
Low 0.9720 0.9699 -0.0021 -0.2% 0.9699
Close 0.9772 0.9809 0.0037 0.4% 0.9772
Range 0.0104 0.0120 0.0016 15.4% 0.0132
ATR 0.0091 0.0093 0.0002 2.3% 0.0000
Volume 53 189 136 256.6% 353
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0136 1.0092 0.9875
R3 1.0016 0.9972 0.9842
R2 0.9896 0.9896 0.9831
R1 0.9852 0.9852 0.9820 0.9874
PP 0.9776 0.9776 0.9776 0.9787
S1 0.9732 0.9732 0.9798 0.9754
S2 0.9656 0.9656 0.9787
S3 0.9536 0.9612 0.9776
S4 0.9416 0.9492 0.9743
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 0.9824 0.9699 0.0125 1.3% 0.0091 0.9% 88% False True 103
10 0.9878 0.9662 0.0216 2.2% 0.0098 1.0% 68% False False 101
20 0.9996 0.9625 0.0371 3.8% 0.0091 0.9% 50% False False 98
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0329
2.618 1.0133
1.618 1.0013
1.000 0.9939
0.618 0.9893
HIGH 0.9819
0.618 0.9773
0.500 0.9759
0.382 0.9745
LOW 0.9699
0.618 0.9625
1.000 0.9579
1.618 0.9505
2.618 0.9385
4.250 0.9189
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 0.9792 0.9793
PP 0.9776 0.9777
S1 0.9759 0.9762

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

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