CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 0.9625 0.9768 0.0143 1.5% 0.9996
High 0.9752 0.9826 0.0074 0.8% 0.9996
Low 0.9625 0.9759 0.0134 1.4% 0.9721
Close 0.9776 0.9792 0.0016 0.2% 0.9760
Range 0.0127 0.0067 -0.0060 -47.2% 0.0275
ATR 0.0082 0.0081 -0.0001 -1.3% 0.0000
Volume 174 138 -36 -20.7% 439
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 0.9993 0.9960 0.9829
R3 0.9926 0.9893 0.9810
R2 0.9859 0.9859 0.9804
R1 0.9826 0.9826 0.9798 0.9843
PP 0.9792 0.9792 0.9792 0.9801
S1 0.9759 0.9759 0.9786 0.9776
S2 0.9725 0.9725 0.9780
S3 0.9658 0.9692 0.9774
S4 0.9591 0.9625 0.9755
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0651 1.0480 0.9911
R3 1.0376 1.0205 0.9836
R2 1.0101 1.0101 0.9810
R1 0.9930 0.9930 0.9785 0.9878
PP 0.9826 0.9826 0.9826 0.9800
S1 0.9655 0.9655 0.9735 0.9603
S2 0.9551 0.9551 0.9710
S3 0.9276 0.9380 0.9684
S4 0.9001 0.9105 0.9609
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9826 0.9625 0.0201 2.1% 0.0087 0.9% 83% True False 99
10 1.0045 0.9625 0.0420 4.3% 0.0080 0.8% 40% False False 89
20 1.0045 0.9625 0.0420 4.3% 0.0062 0.6% 40% False False 66
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0111
2.618 1.0001
1.618 0.9934
1.000 0.9893
0.618 0.9867
HIGH 0.9826
0.618 0.9800
0.500 0.9793
0.382 0.9785
LOW 0.9759
0.618 0.9718
1.000 0.9692
1.618 0.9651
2.618 0.9584
4.250 0.9474
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 0.9793 0.9770
PP 0.9792 0.9748
S1 0.9792 0.9726

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

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