CME Australian Dollar Future June 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 0.9951 0.9860 -0.0091 -0.9% 0.9971
High 0.9965 0.9881 -0.0084 -0.8% 1.0030
Low 0.9865 0.9816 -0.0049 -0.5% 0.9816
Close 0.9888 0.9869 -0.0019 -0.2% 0.9869
Range 0.0100 0.0065 -0.0035 -35.0% 0.0214
ATR 0.0088 0.0087 -0.0001 -1.3% 0.0000
Volume 112 173 61 54.5% 708
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0050 1.0025 0.9905
R3 0.9985 0.9960 0.9887
R2 0.9920 0.9920 0.9881
R1 0.9895 0.9895 0.9875 0.9908
PP 0.9855 0.9855 0.9855 0.9862
S1 0.9830 0.9830 0.9863 0.9843
S2 0.9790 0.9790 0.9857
S3 0.9725 0.9765 0.9851
S4 0.9660 0.9700 0.9833
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0547 1.0422 0.9987
R3 1.0333 1.0208 0.9928
R2 1.0119 1.0119 0.9908
R1 0.9994 0.9994 0.9889 0.9950
PP 0.9905 0.9905 0.9905 0.9883
S1 0.9780 0.9780 0.9849 0.9736
S2 0.9691 0.9691 0.9830
S3 0.9477 0.9566 0.9810
S4 0.9263 0.9352 0.9751
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0030 0.9816 0.0214 2.2% 0.0066 0.7% 25% False True 141
10 1.0040 0.9699 0.0341 3.5% 0.0083 0.8% 50% False False 147
20 1.0040 0.9662 0.0378 3.8% 0.0091 0.9% 55% False False 119
40 1.0045 0.9625 0.0420 4.3% 0.0076 0.8% 58% False False 92
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0157
2.618 1.0051
1.618 0.9986
1.000 0.9946
0.618 0.9921
HIGH 0.9881
0.618 0.9856
0.500 0.9849
0.382 0.9841
LOW 0.9816
0.618 0.9776
1.000 0.9751
1.618 0.9711
2.618 0.9646
4.250 0.9540
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 0.9862 0.9902
PP 0.9855 0.9891
S1 0.9849 0.9880

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

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