CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 0.9700 0.9822 0.0122 1.3% 0.9713
High 0.9819 0.9978 0.0159 1.6% 0.9831
Low 0.9699 0.9822 0.0123 1.3% 0.9699
Close 0.9809 0.9955 0.0146 1.5% 0.9772
Range 0.0120 0.0156 0.0036 30.0% 0.0132
ATR 0.0093 0.0099 0.0005 5.8% 0.0000
Volume 189 40 -149 -78.8% 353
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0386 1.0327 1.0041
R3 1.0230 1.0171 0.9998
R2 1.0074 1.0074 0.9984
R1 1.0015 1.0015 0.9969 1.0045
PP 0.9918 0.9918 0.9918 0.9933
S1 0.9859 0.9859 0.9941 0.9889
S2 0.9762 0.9762 0.9926
S3 0.9606 0.9703 0.9912
S4 0.9450 0.9547 0.9869
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 0.9978 0.9699 0.0279 2.8% 0.0103 1.0% 92% True False 98
10 0.9978 0.9662 0.0316 3.2% 0.0101 1.0% 93% True False 85
20 0.9978 0.9625 0.0353 3.5% 0.0096 1.0% 93% True False 97
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 0.0008
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.0641
2.618 1.0386
1.618 1.0230
1.000 1.0134
0.618 1.0074
HIGH 0.9978
0.618 0.9918
0.500 0.9900
0.382 0.9882
LOW 0.9822
0.618 0.9726
1.000 0.9666
1.618 0.9570
2.618 0.9414
4.250 0.9159
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 0.9937 0.9916
PP 0.9918 0.9877
S1 0.9900 0.9839

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

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