CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 0.9869 0.9887 0.0018 0.2% 0.9971
High 0.9912 0.9905 -0.0007 -0.1% 1.0030
Low 0.9856 0.9800 -0.0056 -0.6% 0.9816
Close 0.9881 0.9817 -0.0064 -0.6% 0.9869
Range 0.0056 0.0105 0.0049 87.5% 0.0214
ATR 0.0085 0.0086 0.0001 1.7% 0.0000
Volume 147 109 -38 -25.9% 708
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0156 1.0091 0.9875
R3 1.0051 0.9986 0.9846
R2 0.9946 0.9946 0.9836
R1 0.9881 0.9881 0.9827 0.9861
PP 0.9841 0.9841 0.9841 0.9831
S1 0.9776 0.9776 0.9807 0.9756
S2 0.9736 0.9736 0.9798
S3 0.9631 0.9671 0.9788
S4 0.9526 0.9566 0.9759
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 0.9987 0.9800 0.0187 1.9% 0.0076 0.8% 9% False True 141
10 1.0040 0.9800 0.0240 2.4% 0.0072 0.7% 7% False True 150
20 1.0040 0.9662 0.0378 3.9% 0.0086 0.9% 41% False False 117
40 1.0045 0.9625 0.0420 4.3% 0.0079 0.8% 46% False False 98
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0351
2.618 1.0180
1.618 1.0075
1.000 1.0010
0.618 0.9970
HIGH 0.9905
0.618 0.9865
0.500 0.9853
0.382 0.9840
LOW 0.9800
0.618 0.9735
1.000 0.9695
1.618 0.9630
2.618 0.9525
4.250 0.9354
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 0.9853 0.9856
PP 0.9841 0.9843
S1 0.9829 0.9830

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

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