CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 1.0075 0.9975 -0.0100 -1.0% 1.0097
High 1.0102 0.9998 -0.0104 -1.0% 1.0147
Low 0.9971 0.9925 -0.0046 -0.5% 0.9925
Close 1.0002 0.9982 -0.0020 -0.2% 0.9982
Range 0.0131 0.0073 -0.0058 -44.3% 0.0222
ATR 0.0106 0.0103 -0.0002 -1.9% 0.0000
Volume 101,636 79,569 -22,067 -21.7% 421,377
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0187 1.0158 1.0022
R3 1.0114 1.0085 1.0002
R2 1.0041 1.0041 0.9995
R1 1.0012 1.0012 0.9989 1.0027
PP 0.9968 0.9968 0.9968 0.9976
S1 0.9939 0.9939 0.9975 0.9954
S2 0.9895 0.9895 0.9969
S3 0.9822 0.9866 0.9962
S4 0.9749 0.9793 0.9942
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0684 1.0555 1.0104
R3 1.0462 1.0333 1.0043
R2 1.0240 1.0240 1.0023
R1 1.0111 1.0111 1.0002 1.0065
PP 1.0018 1.0018 1.0018 0.9995
S1 0.9889 0.9889 0.9962 0.9843
S2 0.9796 0.9796 0.9941
S3 0.9574 0.9667 0.9921
S4 0.9352 0.9445 0.9860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0147 0.9925 0.0222 2.2% 0.0080 0.8% 26% False True 84,275
10 1.0156 0.9812 0.0344 3.4% 0.0097 1.0% 49% False False 87,699
20 1.0156 0.9769 0.0387 3.9% 0.0108 1.1% 55% False False 89,071
40 1.0168 0.9725 0.0443 4.4% 0.0103 1.0% 58% False False 79,872
60 1.0168 0.9415 0.0753 7.5% 0.0111 1.1% 75% False False 60,710
80 1.0168 0.9415 0.0753 7.5% 0.0115 1.2% 75% False False 45,603
100 1.0168 0.9264 0.0904 9.1% 0.0112 1.1% 79% False False 36,496
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0308
2.618 1.0189
1.618 1.0116
1.000 1.0071
0.618 1.0043
HIGH 0.9998
0.618 0.9970
0.500 0.9962
0.382 0.9953
LOW 0.9925
0.618 0.9880
1.000 0.9852
1.618 0.9807
2.618 0.9734
4.250 0.9615
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 0.9975 1.0018
PP 0.9968 1.0006
S1 0.9962 0.9994

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

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