CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 1.0430 1.0458 0.0028 0.3% 1.0468
High 1.0462 1.0650 0.0188 1.8% 1.0504
Low 1.0371 1.0447 0.0076 0.7% 1.0310
Close 1.0447 1.0604 0.0157 1.5% 1.0494
Range 0.0091 0.0203 0.0112 123.1% 0.0194
ATR 0.0104 0.0111 0.0007 6.9% 0.0000
Volume 84,684 91,383 6,699 7.9% 418,563
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1176 1.1093 1.0716
R3 1.0973 1.0890 1.0660
R2 1.0770 1.0770 1.0641
R1 1.0687 1.0687 1.0623 1.0729
PP 1.0567 1.0567 1.0567 1.0588
S1 1.0484 1.0484 1.0585 1.0526
S2 1.0364 1.0364 1.0567
S3 1.0161 1.0281 1.0548
S4 0.9958 1.0078 1.0492
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1018 1.0950 1.0601
R3 1.0824 1.0756 1.0547
R2 1.0630 1.0630 1.0530
R1 1.0562 1.0562 1.0512 1.0596
PP 1.0436 1.0436 1.0436 1.0453
S1 1.0368 1.0368 1.0476 1.0402
S2 1.0242 1.0242 1.0458
S3 1.0048 1.0174 1.0441
S4 0.9854 0.9980 1.0387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0650 1.0371 0.0279 2.6% 0.0115 1.1% 84% True False 89,118
10 1.0650 1.0310 0.0340 3.2% 0.0114 1.1% 86% True False 88,209
20 1.0650 1.0015 0.0635 6.0% 0.0102 1.0% 93% True False 83,009
40 1.0650 0.9606 0.1044 9.8% 0.0110 1.0% 96% True False 75,034
60 1.0650 0.9606 0.1044 9.8% 0.0102 1.0% 96% True False 50,087
80 1.0650 0.9606 0.1044 9.8% 0.0098 0.9% 96% True False 37,588
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 0.0023
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.1513
2.618 1.1181
1.618 1.0978
1.000 1.0853
0.618 1.0775
HIGH 1.0650
0.618 1.0572
0.500 1.0549
0.382 1.0525
LOW 1.0447
0.618 1.0322
1.000 1.0244
1.618 1.0119
2.618 0.9916
4.250 0.9584
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 1.0586 1.0573
PP 1.0567 1.0542
S1 1.0549 1.0511

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

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