CME Australian Dollar Future June 2011

Trading Metrics calculated at close of trading on 25-Feb-2011

Day Change Summary
	Previous	Current
	24-Feb-2011	25-Feb-2011	Change	Change %	Previous Week
Open	0.9890	0.9976	0.0086	0.9%	0.9995
High	0.9988	1.0050	0.0062	0.6%	1.0050
Low	0.9871	0.9969	0.0098	1.0%	0.9834
Close	0.9963	1.0043	0.0080	0.8%	1.0043
Range	0.0117	0.0081	-0.0036	-30.8%	0.0216
ATR	0.0092	0.0092	0.0000	-0.4%	0.0000
Volume	340	404	64	18.8%	1,776

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0264	1.0234	1.0088
R3	1.0183	1.0153	1.0065
R2	1.0102	1.0102	1.0058
R1	1.0072	1.0072	1.0050	1.0087
PP	1.0021	1.0021	1.0021	1.0028
S1	0.9991	0.9991	1.0036	1.0006
S2	0.9940	0.9940	1.0028
S3	0.9859	0.9910	1.0021
S4	0.9778	0.9829	0.9998

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0624	1.0549	1.0162
R3	1.0408	1.0333	1.0102
R2	1.0192	1.0192	1.0083
R1	1.0117	1.0117	1.0063	1.0155
PP	0.9976	0.9976	0.9976	0.9994
S1	0.9901	0.9901	1.0023	0.9939
S2	0.9760	0.9760	1.0003
S3	0.9544	0.9685	0.9984
S4	0.9328	0.9469	0.9924

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0050	0.9834	0.0216	2.2%	0.0097	1.0%	97%	True	False	374
10	1.0050	0.9800	0.0250	2.5%	0.0090	0.9%	97%	True	False	303
20	1.0050	0.9699	0.0351	3.5%	0.0088	0.9%	98%	True	False	219
40	1.0050	0.9625	0.0425	4.2%	0.0088	0.9%	98%	True	False	155

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0394
2.618	1.0262
1.618	1.0181
1.000	1.0131
0.618	1.0100
HIGH	1.0050
0.618	1.0019
0.500	1.0010
0.382	1.0000
LOW	0.9969
0.618	0.9919
1.000	0.9888
1.618	0.9838
2.618	0.9757
4.250	0.9625

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	1.0032	1.0011
PP	1.0021	0.9980
S1	1.0010	0.9948

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols