CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 0.9985 0.9995 0.0010 0.1% 0.9869
High 1.0008 0.9996 -0.0012 -0.1% 1.0008
Low 0.9952 0.9834 -0.0118 -1.2% 0.9800
Close 1.0002 0.9837 -0.0165 -1.6% 1.0002
Range 0.0056 0.0162 0.0106 189.3% 0.0208
ATR 0.0086 0.0092 0.0006 6.9% 0.0000
Volume 98 404 306 312.2% 1,089
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0375 1.0268 0.9926
R3 1.0213 1.0106 0.9882
R2 1.0051 1.0051 0.9867
R1 0.9944 0.9944 0.9852 0.9917
PP 0.9889 0.9889 0.9889 0.9875
S1 0.9782 0.9782 0.9822 0.9755
S2 0.9727 0.9727 0.9807
S3 0.9565 0.9620 0.9792
S4 0.9403 0.9458 0.9748
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% 0.0102 1.0% 18% False False 269
10 1.0030 0.9800 0.0230 2.3% 0.0086 0.9% 16% False False 207
20 1.0040 0.9699 0.0341 3.5% 0.0087 0.9% 40% False False 164
40 1.0045 0.9625 0.0420 4.3% 0.0087 0.9% 50% False False 127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 1.0685
2.618 1.0420
1.618 1.0258
1.000 1.0158
0.618 1.0096
HIGH 0.9996
0.618 0.9934
0.500 0.9915
0.382 0.9896
LOW 0.9834
0.618 0.9734
1.000 0.9672
1.618 0.9572
2.618 0.9410
4.250 0.9146
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 0.9915 0.9921
PP 0.9889 0.9893
S1 0.9863 0.9865

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

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