CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 1.0915 1.0882 -0.0033 -0.3% 1.0691
High 1.0954 1.0896 -0.0058 -0.5% 1.0920
Low 1.0863 1.0783 -0.0080 -0.7% 1.0613
Close 1.0902 1.0785 -0.0117 -1.1% 1.0913
Range 0.0091 0.0113 0.0022 24.2% 0.0307
ATR 0.0107 0.0108 0.0001 0.8% 0.0000
Volume 81,845 112,187 30,342 37.1% 404,393
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 1.1160 1.1086 1.0847
R3 1.1047 1.0973 1.0816
R2 1.0934 1.0934 1.0806
R1 1.0860 1.0860 1.0795 1.0841
PP 1.0821 1.0821 1.0821 1.0812
S1 1.0747 1.0747 1.0775 1.0728
S2 1.0708 1.0708 1.0764
S3 1.0595 1.0634 1.0754
S4 1.0482 1.0521 1.0723
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1736 1.1632 1.1082
R3 1.1429 1.1325 1.0997
R2 1.1122 1.1122 1.0969
R1 1.1018 1.1018 1.0941 1.1070
PP 1.0815 1.0815 1.0815 1.0842
S1 1.0711 1.0711 1.0885 1.0763
S2 1.0508 1.0508 1.0857
S3 1.0201 1.0404 1.0829
S4 0.9894 1.0097 1.0744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0954 1.0712 0.0242 2.2% 0.0101 0.9% 30% False False 89,061
10 1.0954 1.0371 0.0583 5.4% 0.0111 1.0% 71% False False 84,687
20 1.0954 1.0200 0.0754 7.0% 0.0108 1.0% 78% False False 85,908
40 1.0954 0.9606 0.1348 12.5% 0.0114 1.1% 87% False False 91,090
60 1.0954 0.9606 0.1348 12.5% 0.0103 1.0% 87% False False 61,249
80 1.0954 0.9606 0.1348 12.5% 0.0101 0.9% 87% False False 45,964
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1376
2.618 1.1192
1.618 1.1079
1.000 1.1009
0.618 1.0966
HIGH 1.0896
0.618 1.0853
0.500 1.0840
0.382 1.0826
LOW 1.0783
0.618 1.0713
1.000 1.0670
1.618 1.0600
2.618 1.0487
4.250 1.0303
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 1.0840 1.0869
PP 1.0821 1.0841
S1 1.0803 1.0813

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

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