CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 0.9995 0.9857 -0.0138 -1.4% 0.9869
High 0.9996 0.9915 -0.0081 -0.8% 1.0008
Low 0.9834 0.9846 0.0012 0.1% 0.9800
Close 0.9837 0.9877 0.0040 0.4% 1.0002
Range 0.0162 0.0069 -0.0093 -57.4% 0.0208
ATR 0.0092 0.0091 -0.0001 -1.1% 0.0000
Volume 404 628 224 55.4% 1,089
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0086 1.0051 0.9915
R3 1.0017 0.9982 0.9896
R2 0.9948 0.9948 0.9890
R1 0.9913 0.9913 0.9883 0.9931
PP 0.9879 0.9879 0.9879 0.9888
S1 0.9844 0.9844 0.9871 0.9862
S2 0.9810 0.9810 0.9864
S3 0.9741 0.9775 0.9858
S4 0.9672 0.9706 0.9839
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0561 1.0489 1.0116
R3 1.0353 1.0281 1.0059
R2 1.0145 1.0145 1.0040
R1 1.0073 1.0073 1.0021 1.0109
PP 0.9937 0.9937 0.9937 0.9955
S1 0.9865 0.9865 0.9983 0.9901
S2 0.9729 0.9729 0.9964
S3 0.9521 0.9657 0.9945
S4 0.9313 0.9449 0.9888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0008 0.9824 0.0184 1.9% 0.0095 1.0% 29% False False 373
10 1.0008 0.9800 0.0208 2.1% 0.0085 0.9% 37% False False 257
20 1.0040 0.9699 0.0341 3.5% 0.0085 0.9% 52% False False 193
40 1.0045 0.9625 0.0420 4.3% 0.0086 0.9% 60% False False 142
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0208
2.618 1.0096
1.618 1.0027
1.000 0.9984
0.618 0.9958
HIGH 0.9915
0.618 0.9889
0.500 0.9881
0.382 0.9872
LOW 0.9846
0.618 0.9803
1.000 0.9777
1.618 0.9734
2.618 0.9665
4.250 0.9553
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 0.9881 0.9921
PP 0.9879 0.9906
S1 0.9878 0.9892

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

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