CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 1.0585 1.0599 0.0014 0.1% 1.0662
High 1.0631 1.0651 0.0020 0.2% 1.0844
Low 1.0534 1.0563 0.0029 0.3% 1.0479
Close 1.0578 1.0630 0.0052 0.5% 1.0543
Range 0.0097 0.0088 -0.0009 -9.3% 0.0365
ATR 0.0135 0.0132 -0.0003 -2.5% 0.0000
Volume 97,286 101,099 3,813 3.9% 600,255
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 1.0879 1.0842 1.0678
R3 1.0791 1.0754 1.0654
R2 1.0703 1.0703 1.0646
R1 1.0666 1.0666 1.0638 1.0685
PP 1.0615 1.0615 1.0615 1.0624
S1 1.0578 1.0578 1.0622 1.0597
S2 1.0527 1.0527 1.0614
S3 1.0439 1.0490 1.0606
S4 1.0351 1.0402 1.0582
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.1717 1.1495 1.0744
R3 1.1352 1.1130 1.0643
R2 1.0987 1.0987 1.0610
R1 1.0765 1.0765 1.0576 1.0694
PP 1.0622 1.0622 1.0622 1.0586
S1 1.0400 1.0400 1.0510 1.0329
S2 1.0257 1.0257 1.0476
S3 0.9892 1.0035 1.0443
S4 0.9527 0.9670 1.0342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0678 1.0468 0.0210 2.0% 0.0129 1.2% 77% False False 112,058
10 1.0844 1.0468 0.0376 3.5% 0.0147 1.4% 43% False False 121,399
20 1.0954 1.0468 0.0486 4.6% 0.0133 1.3% 33% False False 108,426
40 1.0954 1.0015 0.0939 8.8% 0.0118 1.1% 65% False False 95,717
60 1.0954 0.9606 0.1348 12.7% 0.0118 1.1% 76% False False 86,164
80 1.0954 0.9606 0.1348 12.7% 0.0110 1.0% 76% False False 64,671
100 1.0954 0.9606 0.1348 12.7% 0.0105 1.0% 76% False False 51,755
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0040
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.1025
2.618 1.0881
1.618 1.0793
1.000 1.0739
0.618 1.0705
HIGH 1.0651
0.618 1.0617
0.500 1.0607
0.382 1.0597
LOW 1.0563
0.618 1.0509
1.000 1.0475
1.618 1.0421
2.618 1.0333
4.250 1.0189
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 1.0622 1.0607
PP 1.0615 1.0583
S1 1.0607 1.0560

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

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