CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 0.9822 0.9966 0.0144 1.5% 0.9713
High 0.9978 0.9966 -0.0012 -0.1% 0.9831
Low 0.9822 0.9896 0.0074 0.8% 0.9699
Close 0.9955 0.9920 -0.0035 -0.4% 0.9772
Range 0.0156 0.0070 -0.0086 -55.1% 0.0132
ATR 0.0099 0.0097 -0.0002 -2.1% 0.0000
Volume 40 174 134 335.0% 353
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0137 1.0099 0.9959
R3 1.0067 1.0029 0.9939
R2 0.9997 0.9997 0.9933
R1 0.9959 0.9959 0.9926 0.9943
PP 0.9927 0.9927 0.9927 0.9920
S1 0.9889 0.9889 0.9914 0.9873
S2 0.9857 0.9857 0.9907
S3 0.9787 0.9819 0.9901
S4 0.9717 0.9749 0.9882
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% 0.0110 1.1% 79% False False 110
10 0.9978 0.9662 0.0316 3.2% 0.0101 1.0% 82% False False 94
20 0.9978 0.9625 0.0353 3.6% 0.0095 1.0% 84% False False 106
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0264
2.618 1.0149
1.618 1.0079
1.000 1.0036
0.618 1.0009
HIGH 0.9966
0.618 0.9939
0.500 0.9931
0.382 0.9923
LOW 0.9896
0.618 0.9853
1.000 0.9826
1.618 0.9783
2.618 0.9713
4.250 0.9599
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 0.9931 0.9893
PP 0.9927 0.9866
S1 0.9924 0.9839

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

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