CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 1.0793 1.0663 -0.0130 -1.2% 1.0915
High 1.0844 1.0673 -0.0171 -1.6% 1.0954
Low 1.0619 1.0526 -0.0093 -0.9% 1.0487
Close 1.0639 1.0615 -0.0024 -0.2% 1.0623
Range 0.0225 0.0147 -0.0078 -34.7% 0.0467
ATR 0.0134 0.0135 0.0001 0.7% 0.0000
Volume 137,313 156,446 19,133 13.9% 666,233
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 1.1046 1.0977 1.0696
R3 1.0899 1.0830 1.0655
R2 1.0752 1.0752 1.0642
R1 1.0683 1.0683 1.0628 1.0644
PP 1.0605 1.0605 1.0605 1.0585
S1 1.0536 1.0536 1.0602 1.0497
S2 1.0458 1.0458 1.0588
S3 1.0311 1.0389 1.0575
S4 1.0164 1.0242 1.0534
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.2089 1.1823 1.0880
R3 1.1622 1.1356 1.0751
R2 1.1155 1.1155 1.0709
R1 1.0889 1.0889 1.0666 1.0789
PP 1.0688 1.0688 1.0688 1.0638
S1 1.0422 1.0422 1.0580 1.0322
S2 1.0221 1.0221 1.0537
S3 0.9754 0.9955 1.0495
S4 0.9287 0.9488 1.0366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0844 1.0526 0.0318 3.0% 0.0165 1.6% 28% False True 130,740
10 1.0954 1.0487 0.0467 4.4% 0.0151 1.4% 27% False False 120,727
20 1.0954 1.0371 0.0583 5.5% 0.0130 1.2% 42% False False 102,691
40 1.0954 0.9606 0.1348 12.7% 0.0118 1.1% 75% False False 94,597
60 1.0954 0.9606 0.1348 12.7% 0.0115 1.1% 75% False False 76,857
80 1.0954 0.9606 0.1348 12.7% 0.0108 1.0% 75% False False 57,672
100 1.0954 0.9606 0.1348 12.7% 0.0101 0.9% 75% False False 46,153
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 0.0031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1298
2.618 1.1058
1.618 1.0911
1.000 1.0820
0.618 1.0764
HIGH 1.0673
0.618 1.0617
0.500 1.0600
0.382 1.0582
LOW 1.0526
0.618 1.0435
1.000 1.0379
1.618 1.0288
2.618 1.0141
4.250 0.9901
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 1.0610 1.0685
PP 1.0605 1.0662
S1 1.0600 1.0638

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

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