CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 0.9810 0.9689 -0.0121 -1.2% 0.9699
High 0.9810 0.9735 -0.0075 -0.8% 0.9878
Low 0.9662 0.9689 0.0027 0.3% 0.9662
Close 0.9704 0.9720 0.0016 0.2% 0.9720
Range 0.0148 0.0046 -0.0102 -68.9% 0.0216
ATR 0.0091 0.0088 -0.0003 -3.6% 0.0000
Volume 45 139 94 208.9% 475
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 0.9853 0.9832 0.9745
R3 0.9807 0.9786 0.9733
R2 0.9761 0.9761 0.9728
R1 0.9740 0.9740 0.9724 0.9751
PP 0.9715 0.9715 0.9715 0.9720
S1 0.9694 0.9694 0.9716 0.9705
S2 0.9669 0.9669 0.9712
S3 0.9623 0.9648 0.9707
S4 0.9577 0.9602 0.9695
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0401 1.0277 0.9839
R3 1.0185 1.0061 0.9779
R2 0.9969 0.9969 0.9760
R1 0.9845 0.9845 0.9740 0.9907
PP 0.9753 0.9753 0.9753 0.9785
S1 0.9629 0.9629 0.9700 0.9691
S2 0.9537 0.9537 0.9680
S3 0.9321 0.9413 0.9661
S4 0.9105 0.9197 0.9601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9878 0.9662 0.0216 2.2% 0.0104 1.1% 27% False False 110
10 0.9878 0.9625 0.0253 2.6% 0.0096 1.0% 38% False False 104
20 1.0045 0.9625 0.0420 4.3% 0.0082 0.8% 23% False False 88
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9931
2.618 0.9855
1.618 0.9809
1.000 0.9781
0.618 0.9763
HIGH 0.9735
0.618 0.9717
0.500 0.9712
0.382 0.9707
LOW 0.9689
0.618 0.9661
1.000 0.9643
1.618 0.9615
2.618 0.9569
4.250 0.9494
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 0.9717 0.9770
PP 0.9715 0.9753
S1 0.9712 0.9737

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

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