CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 0.9787 0.9780 -0.0007 -0.1% 0.9699
High 0.9818 0.9814 -0.0004 0.0% 0.9878
Low 0.9723 0.9780 0.0057 0.6% 0.9662
Close 0.9755 0.9789 0.0034 0.3% 0.9720
Range 0.0095 0.0034 -0.0061 -64.2% 0.0216
ATR 0.0092 0.0089 -0.0002 -2.5% 0.0000
Volume 63 114 51 81.0% 475
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 0.9896 0.9877 0.9808
R3 0.9862 0.9843 0.9798
R2 0.9828 0.9828 0.9795
R1 0.9809 0.9809 0.9792 0.9819
PP 0.9794 0.9794 0.9794 0.9799
S1 0.9775 0.9775 0.9786 0.9785
S2 0.9760 0.9760 0.9783
S3 0.9726 0.9741 0.9780
S4 0.9692 0.9707 0.9770
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 0.9831 0.9662 0.0169 1.7% 0.0091 0.9% 75% False False 77
10 0.9878 0.9625 0.0253 2.6% 0.0098 1.0% 65% False False 106
20 1.0045 0.9625 0.0420 4.3% 0.0084 0.9% 39% False False 87
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 0.0013
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.9959
2.618 0.9903
1.618 0.9869
1.000 0.9848
0.618 0.9835
HIGH 0.9814
0.618 0.9801
0.500 0.9797
0.382 0.9793
LOW 0.9780
0.618 0.9759
1.000 0.9746
1.618 0.9725
2.618 0.9691
4.250 0.9636
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 0.9797 0.9781
PP 0.9794 0.9773
S1 0.9792 0.9765

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

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