CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 0.9998 0.9986 -0.0012 -0.1% 1.0013
High 1.0012 1.0012 0.0000 0.0% 1.0071
Low 0.9933 0.9941 0.0008 0.1% 0.9953
Close 0.9985 0.9989 0.0004 0.0% 1.0006
Range 0.0079 0.0071 -0.0008 -10.1% 0.0118
ATR 0.0086 0.0085 -0.0001 -1.3% 0.0000
Volume 26,203 47,700 21,497 82.0% 5,482
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0194 1.0162 1.0028
R3 1.0123 1.0091 1.0009
R2 1.0052 1.0052 1.0002
R1 1.0020 1.0020 0.9996 1.0036
PP 0.9981 0.9981 0.9981 0.9989
S1 0.9949 0.9949 0.9982 0.9965
S2 0.9910 0.9910 0.9976
S3 0.9839 0.9878 0.9969
S4 0.9768 0.9807 0.9950
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0364 1.0303 1.0071
R3 1.0246 1.0185 1.0038
R2 1.0128 1.0128 1.0028
R1 1.0067 1.0067 1.0017 1.0039
PP 1.0010 1.0010 1.0010 0.9996
S1 0.9949 0.9949 0.9995 0.9921
S2 0.9892 0.9892 0.9984
S3 0.9774 0.9831 0.9974
S4 0.9656 0.9713 0.9941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0063 0.9933 0.0130 1.3% 0.0074 0.7% 43% False False 19,999
10 1.0071 0.9871 0.0200 2.0% 0.0081 0.8% 59% False False 10,242
20 1.0071 0.9800 0.0271 2.7% 0.0083 0.8% 70% False False 5,250
40 1.0071 0.9625 0.0446 4.5% 0.0089 0.9% 82% False False 2,681
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0314
2.618 1.0198
1.618 1.0127
1.000 1.0083
0.618 1.0056
HIGH 1.0012
0.618 0.9985
0.500 0.9977
0.382 0.9968
LOW 0.9941
0.618 0.9897
1.000 0.9870
1.618 0.9826
2.618 0.9755
4.250 0.9639
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 0.9985 0.9997
PP 0.9981 0.9994
S1 0.9977 0.9992

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

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