CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 0.9880 0.9985 0.0105 1.1% 0.9869
High 0.9985 1.0008 0.0023 0.2% 1.0008
Low 0.9880 0.9952 0.0072 0.7% 0.9800
Close 0.9983 1.0002 0.0019 0.2% 1.0002
Range 0.0105 0.0056 -0.0049 -46.7% 0.0208
ATR 0.0088 0.0086 -0.0002 -2.6% 0.0000
Volume 488 98 -390 -79.9% 1,089
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0155 1.0135 1.0033
R3 1.0099 1.0079 1.0017
R2 1.0043 1.0043 1.0012
R1 1.0023 1.0023 1.0007 1.0033
PP 0.9987 0.9987 0.9987 0.9993
S1 0.9967 0.9967 0.9997 0.9977
S2 0.9931 0.9931 0.9992
S3 0.9875 0.9911 0.9987
S4 0.9819 0.9855 0.9971
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0561 1.0489 1.0116
R3 1.0353 1.0281 1.0059
R2 1.0145 1.0145 1.0040
R1 1.0073 1.0073 1.0021 1.0109
PP 0.9937 0.9937 0.9937 0.9955
S1 0.9865 0.9865 0.9983 0.9901
S2 0.9729 0.9729 0.9964
S3 0.9521 0.9657 0.9945
S4 0.9313 0.9449 0.9888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0008 0.9800 0.0208 2.1% 0.0081 0.8% 97% True False 217
10 1.0030 0.9800 0.0230 2.3% 0.0074 0.7% 88% False False 179
20 1.0040 0.9699 0.0341 3.4% 0.0085 0.9% 89% False False 146
40 1.0045 0.9625 0.0420 4.2% 0.0084 0.8% 90% False False 117
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0246
2.618 1.0155
1.618 1.0099
1.000 1.0064
0.618 1.0043
HIGH 1.0008
0.618 0.9987
0.500 0.9980
0.382 0.9973
LOW 0.9952
0.618 0.9917
1.000 0.9896
1.618 0.9861
2.618 0.9805
4.250 0.9714
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 0.9995 0.9973
PP 0.9987 0.9945
S1 0.9980 0.9916

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

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