CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 0.9827 0.9880 0.0053 0.5% 0.9971
High 0.9908 0.9985 0.0077 0.8% 1.0030
Low 0.9824 0.9880 0.0056 0.6% 0.9816
Close 0.9898 0.9983 0.0085 0.9% 0.9869
Range 0.0084 0.0105 0.0021 25.0% 0.0214
ATR 0.0087 0.0088 0.0001 1.5% 0.0000
Volume 247 488 241 97.6% 708
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0264 1.0229 1.0041
R3 1.0159 1.0124 1.0012
R2 1.0054 1.0054 1.0002
R1 1.0019 1.0019 0.9993 1.0037
PP 0.9949 0.9949 0.9949 0.9958
S1 0.9914 0.9914 0.9973 0.9932
S2 0.9844 0.9844 0.9964
S3 0.9739 0.9809 0.9954
S4 0.9634 0.9704 0.9925
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 0.9985 0.9800 0.0185 1.9% 0.0083 0.8% 99% True False 232
10 1.0040 0.9800 0.0240 2.4% 0.0077 0.8% 76% False False 176
20 1.0040 0.9689 0.0351 3.5% 0.0085 0.8% 84% False False 148
40 1.0045 0.9625 0.0420 4.2% 0.0082 0.8% 85% False False 115
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0431
2.618 1.0260
1.618 1.0155
1.000 1.0090
0.618 1.0050
HIGH 0.9985
0.618 0.9945
0.500 0.9933
0.382 0.9920
LOW 0.9880
0.618 0.9815
1.000 0.9775
1.618 0.9710
2.618 0.9605
4.250 0.9434
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 0.9966 0.9953
PP 0.9949 0.9923
S1 0.9933 0.9893

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

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