CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 0.9976 1.0013 0.0037 0.4% 0.9995
High 1.0050 1.0059 0.0009 0.1% 1.0050
Low 0.9969 0.9990 0.0021 0.2% 0.9834
Close 1.0043 1.0058 0.0015 0.1% 1.0043
Range 0.0081 0.0069 -0.0012 -14.8% 0.0216
ATR 0.0092 0.0090 -0.0002 -1.8% 0.0000
Volume 404 389 -15 -3.7% 1,776
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0243 1.0219 1.0096
R3 1.0174 1.0150 1.0077
R2 1.0105 1.0105 1.0071
R1 1.0081 1.0081 1.0064 1.0093
PP 1.0036 1.0036 1.0036 1.0042
S1 1.0012 1.0012 1.0052 1.0024
S2 0.9967 0.9967 1.0045
S3 0.9898 0.9943 1.0039
S4 0.9829 0.9874 1.0020
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0624 1.0549 1.0162
R3 1.0408 1.0333 1.0102
R2 1.0192 1.0192 1.0083
R1 1.0117 1.0117 1.0063 1.0155
PP 0.9976 0.9976 0.9976 0.9994
S1 0.9901 0.9901 1.0023 0.9939
S2 0.9760 0.9760 1.0003
S3 0.9544 0.9685 0.9984
S4 0.9328 0.9469 0.9924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0059 0.9834 0.0225 2.2% 0.0100 1.0% 100% True False 433
10 1.0059 0.9800 0.0259 2.6% 0.0090 0.9% 100% True False 325
20 1.0059 0.9699 0.0360 3.6% 0.0087 0.9% 100% True False 236
40 1.0059 0.9625 0.0434 4.3% 0.0088 0.9% 100% True False 163
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0352
2.618 1.0240
1.618 1.0171
1.000 1.0128
0.618 1.0102
HIGH 1.0059
0.618 1.0033
0.500 1.0025
0.382 1.0016
LOW 0.9990
0.618 0.9947
1.000 0.9921
1.618 0.9878
2.618 0.9809
4.250 0.9697
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 1.0047 1.0027
PP 1.0036 0.9996
S1 1.0025 0.9965

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

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