CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 0.9966 0.9987 0.0021 0.2% 0.9700
High 1.0030 0.9987 -0.0043 -0.4% 1.0040
Low 0.9960 0.9935 -0.0025 -0.3% 0.9699
Close 0.9994 0.9941 -0.0053 -0.5% 0.9976
Range 0.0070 0.0052 -0.0018 -25.7% 0.0341
ATR 0.0090 0.0087 -0.0002 -2.4% 0.0000
Volume 127 165 38 29.9% 771
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0110 1.0078 0.9970
R3 1.0058 1.0026 0.9955
R2 1.0006 1.0006 0.9951
R1 0.9974 0.9974 0.9946 0.9964
PP 0.9954 0.9954 0.9954 0.9950
S1 0.9922 0.9922 0.9936 0.9912
S2 0.9902 0.9902 0.9931
S3 0.9850 0.9870 0.9927
S4 0.9798 0.9818 0.9912
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 0.9933 0.0107 1.1% 0.0064 0.6% 7% False False 158
10 1.0040 0.9699 0.0341 3.4% 0.0087 0.9% 71% False False 134
20 1.0040 0.9625 0.0415 4.2% 0.0092 0.9% 76% False False 120
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0208
2.618 1.0123
1.618 1.0071
1.000 1.0039
0.618 1.0019
HIGH 0.9987
0.618 0.9967
0.500 0.9961
0.382 0.9955
LOW 0.9935
0.618 0.9903
1.000 0.9883
1.618 0.9851
2.618 0.9799
4.250 0.9714
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 0.9961 0.9983
PP 0.9954 0.9969
S1 0.9948 0.9955

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

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