CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 1.0121 1.0155 0.0034 0.3% 1.0116
High 1.0167 1.0179 0.0012 0.1% 1.0164
Low 1.0069 1.0115 0.0046 0.5% 0.9942
Close 1.0152 1.0140 -0.0012 -0.1% 1.0158
Range 0.0098 0.0064 -0.0034 -34.7% 0.0222
ATR 0.0101 0.0098 -0.0003 -2.6% 0.0000
Volume 92,276 89,572 -2,704 -2.9% 293,363
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0337 1.0302 1.0175
R3 1.0273 1.0238 1.0158
R2 1.0209 1.0209 1.0152
R1 1.0174 1.0174 1.0146 1.0160
PP 1.0145 1.0145 1.0145 1.0137
S1 1.0110 1.0110 1.0134 1.0096
S2 1.0081 1.0081 1.0128
S3 1.0017 1.0046 1.0122
S4 0.9953 0.9982 1.0105
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0754 1.0678 1.0280
R3 1.0532 1.0456 1.0219
R2 1.0310 1.0310 1.0199
R1 1.0234 1.0234 1.0178 1.0272
PP 1.0088 1.0088 1.0088 1.0107
S1 1.0012 1.0012 1.0138 1.0050
S2 0.9866 0.9866 1.0117
S3 0.9644 0.9790 1.0097
S4 0.9422 0.9568 1.0036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0188 1.0069 0.0119 1.2% 0.0081 0.8% 60% False False 84,784
10 1.0188 0.9942 0.0246 2.4% 0.0098 1.0% 80% False False 79,934
20 1.0188 0.9911 0.0277 2.7% 0.0092 0.9% 83% False False 83,106
40 1.0188 0.9736 0.0452 4.5% 0.0105 1.0% 89% False False 89,281
60 1.0188 0.9635 0.0553 5.5% 0.0103 1.0% 91% False False 77,759
80 1.0188 0.9415 0.0773 7.6% 0.0111 1.1% 94% False False 58,779
100 1.0188 0.9415 0.0773 7.6% 0.0113 1.1% 94% False False 47,056
120 1.0188 0.9110 0.1078 10.6% 0.0108 1.1% 96% False False 39,223
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 0.0020
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0451
2.618 1.0347
1.618 1.0283
1.000 1.0243
0.618 1.0219
HIGH 1.0179
0.618 1.0155
0.500 1.0147
0.382 1.0139
LOW 1.0115
0.618 1.0075
1.000 1.0051
1.618 1.0011
2.618 0.9947
4.250 0.9843
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 1.0147 1.0136
PP 1.0145 1.0132
S1 1.0142 1.0129

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

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