CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 0.9826 0.9871 0.0045 0.5% 0.9728
High 0.9891 0.9910 0.0019 0.2% 0.9917
Low 0.9813 0.9849 0.0036 0.4% 0.9722
Close 0.9859 0.9896 0.0037 0.4% 0.9783
Range 0.0078 0.0061 -0.0017 -21.8% 0.0195
ATR 0.0116 0.0112 -0.0004 -3.4% 0.0000
Volume 48,149 41,766 -6,383 -13.3% 367,820
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0068 1.0043 0.9930
R3 1.0007 0.9982 0.9913
R2 0.9946 0.9946 0.9907
R1 0.9921 0.9921 0.9902 0.9934
PP 0.9885 0.9885 0.9885 0.9891
S1 0.9860 0.9860 0.9890 0.9873
S2 0.9824 0.9824 0.9885
S3 0.9763 0.9799 0.9879
S4 0.9702 0.9738 0.9862
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0392 1.0283 0.9890
R3 1.0197 1.0088 0.9837
R2 1.0002 1.0002 0.9819
R1 0.9893 0.9893 0.9801 0.9948
PP 0.9807 0.9807 0.9807 0.9835
S1 0.9698 0.9698 0.9765 0.9753
S2 0.9612 0.9612 0.9747
S3 0.9417 0.9503 0.9729
S4 0.9222 0.9308 0.9676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9910 0.9725 0.0185 1.9% 0.0078 0.8% 92% True False 55,472
10 0.9917 0.9664 0.0253 2.6% 0.0095 1.0% 92% False False 62,821
20 0.9917 0.9415 0.0502 5.1% 0.0118 1.2% 96% False False 36,122
40 1.0015 0.9415 0.0600 6.1% 0.0122 1.2% 80% False False 18,241
60 1.0015 0.9360 0.0655 6.6% 0.0118 1.2% 82% False False 12,197
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 1.0169
2.618 1.0070
1.618 1.0009
1.000 0.9971
0.618 0.9948
HIGH 0.9910
0.618 0.9887
0.500 0.9880
0.382 0.9872
LOW 0.9849
0.618 0.9811
1.000 0.9788
1.618 0.9750
2.618 0.9689
4.250 0.9590
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 0.9891 0.9876
PP 0.9885 0.9855
S1 0.9880 0.9835

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

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