CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 0.9860 0.9869 0.0009 0.1% 0.9971
High 0.9881 0.9912 0.0031 0.3% 1.0030
Low 0.9816 0.9856 0.0040 0.4% 0.9816
Close 0.9869 0.9881 0.0012 0.1% 0.9869
Range 0.0065 0.0056 -0.0009 -13.8% 0.0214
ATR 0.0087 0.0085 -0.0002 -2.6% 0.0000
Volume 173 147 -26 -15.0% 708
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0051 1.0022 0.9912
R3 0.9995 0.9966 0.9896
R2 0.9939 0.9939 0.9891
R1 0.9910 0.9910 0.9886 0.9925
PP 0.9883 0.9883 0.9883 0.9890
S1 0.9854 0.9854 0.9876 0.9869
S2 0.9827 0.9827 0.9871
S3 0.9771 0.9798 0.9866
S4 0.9715 0.9742 0.9850
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0547 1.0422 0.9987
R3 1.0333 1.0208 0.9928
R2 1.0119 1.0119 0.9908
R1 0.9994 0.9994 0.9889 0.9950
PP 0.9905 0.9905 0.9905 0.9883
S1 0.9780 0.9780 0.9849 0.9736
S2 0.9691 0.9691 0.9830
S3 0.9477 0.9566 0.9810
S4 0.9263 0.9352 0.9751
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0030 0.9816 0.0214 2.2% 0.0069 0.7% 30% False False 144
10 1.0040 0.9816 0.0224 2.3% 0.0077 0.8% 29% False False 143
20 1.0040 0.9662 0.0378 3.8% 0.0087 0.9% 58% False False 122
40 1.0045 0.9625 0.0420 4.3% 0.0078 0.8% 61% False False 95
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0150
2.618 1.0059
1.618 1.0003
1.000 0.9968
0.618 0.9947
HIGH 0.9912
0.618 0.9891
0.500 0.9884
0.382 0.9877
LOW 0.9856
0.618 0.9821
1.000 0.9800
1.618 0.9765
2.618 0.9709
4.250 0.9618
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 0.9884 0.9891
PP 0.9883 0.9887
S1 0.9882 0.9884

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

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