CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 0.9971 0.9966 -0.0005 -0.1% 0.9700
High 1.0001 1.0030 0.0029 0.3% 1.0040
Low 0.9957 0.9960 0.0003 0.0% 0.9699
Close 0.9982 0.9994 0.0012 0.1% 0.9976
Range 0.0044 0.0070 0.0026 59.1% 0.0341
ATR 0.0091 0.0090 -0.0002 -1.7% 0.0000
Volume 131 127 -4 -3.1% 771
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0205 1.0169 1.0033
R3 1.0135 1.0099 1.0013
R2 1.0065 1.0065 1.0007
R1 1.0029 1.0029 1.0000 1.0047
PP 0.9995 0.9995 0.9995 1.0004
S1 0.9959 0.9959 0.9988 0.9977
S2 0.9925 0.9925 0.9981
S3 0.9855 0.9889 0.9975
S4 0.9785 0.9819 0.9956
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 0.9896 0.0144 1.4% 0.0067 0.7% 68% False False 160
10 1.0040 0.9699 0.0341 3.4% 0.0085 0.9% 87% False False 129
20 1.0040 0.9625 0.0415 4.2% 0.0094 0.9% 89% False False 113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0328
2.618 1.0213
1.618 1.0143
1.000 1.0100
0.618 1.0073
HIGH 1.0030
0.618 1.0003
0.500 0.9995
0.382 0.9987
LOW 0.9960
0.618 0.9917
1.000 0.9890
1.618 0.9847
2.618 0.9777
4.250 0.9663
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 0.9995 0.9998
PP 0.9995 0.9996
S1 0.9994 0.9995

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

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