CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 0.9857 0.9890 0.0033 0.3% 0.9869
High 0.9915 0.9988 0.0073 0.7% 1.0008
Low 0.9846 0.9871 0.0025 0.3% 0.9800
Close 0.9877 0.9963 0.0086 0.9% 1.0002
Range 0.0069 0.0117 0.0048 69.6% 0.0208
ATR 0.0091 0.0092 0.0002 2.1% 0.0000
Volume 628 340 -288 -45.9% 1,089
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0292 1.0244 1.0027
R3 1.0175 1.0127 0.9995
R2 1.0058 1.0058 0.9984
R1 1.0010 1.0010 0.9974 1.0034
PP 0.9941 0.9941 0.9941 0.9953
S1 0.9893 0.9893 0.9952 0.9917
S2 0.9824 0.9824 0.9942
S3 0.9707 0.9776 0.9931
S4 0.9590 0.9659 0.9899
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 0.9834 0.0174 1.7% 0.0102 1.0% 74% False False 391
10 1.0008 0.9800 0.0208 2.1% 0.0092 0.9% 78% False False 274
20 1.0040 0.9699 0.0341 3.4% 0.0089 0.9% 77% False False 204
40 1.0045 0.9625 0.0420 4.2% 0.0087 0.9% 80% False False 145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0485
2.618 1.0294
1.618 1.0177
1.000 1.0105
0.618 1.0060
HIGH 0.9988
0.618 0.9943
0.500 0.9930
0.382 0.9916
LOW 0.9871
0.618 0.9799
1.000 0.9754
1.618 0.9682
2.618 0.9565
4.250 0.9374
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 0.9952 0.9947
PP 0.9941 0.9931
S1 0.9930 0.9915

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

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