CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 1.0018 0.9971 -0.0047 -0.5% 0.9700
High 1.0040 1.0001 -0.0039 -0.4% 1.0040
Low 0.9955 0.9957 0.0002 0.0% 0.9699
Close 0.9976 0.9982 0.0006 0.1% 0.9976
Range 0.0085 0.0044 -0.0041 -48.2% 0.0341
ATR 0.0095 0.0091 -0.0004 -3.8% 0.0000
Volume 67 131 64 95.5% 771
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0112 1.0091 1.0006
R3 1.0068 1.0047 0.9994
R2 1.0024 1.0024 0.9990
R1 1.0003 1.0003 0.9986 1.0014
PP 0.9980 0.9980 0.9980 0.9985
S1 0.9959 0.9959 0.9978 0.9970
S2 0.9936 0.9936 0.9974
S3 0.9892 0.9915 0.9970
S4 0.9848 0.9871 0.9958
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0928 1.0793 1.0164
R3 1.0587 1.0452 1.0070
R2 1.0246 1.0246 1.0039
R1 1.0111 1.0111 1.0007 1.0179
PP 0.9905 0.9905 0.9905 0.9939
S1 0.9770 0.9770 0.9945 0.9838
S2 0.9564 0.9564 0.9913
S3 0.9223 0.9429 0.9882
S4 0.8882 0.9088 0.9788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0040 0.9822 0.0218 2.2% 0.0085 0.8% 73% False False 142
10 1.0040 0.9699 0.0341 3.4% 0.0088 0.9% 83% False False 122
20 1.0040 0.9625 0.0415 4.2% 0.0095 0.9% 86% False False 112
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0188
2.618 1.0116
1.618 1.0072
1.000 1.0045
0.618 1.0028
HIGH 1.0001
0.618 0.9984
0.500 0.9979
0.382 0.9974
LOW 0.9957
0.618 0.9930
1.000 0.9913
1.618 0.9886
2.618 0.9842
4.250 0.9770
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 0.9981 0.9987
PP 0.9980 0.9985
S1 0.9979 0.9984

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

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