CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 1.0057 1.0003 -0.0054 -0.5% 0.9995
High 1.0071 1.0050 -0.0021 -0.2% 1.0050
Low 0.9993 0.9955 -0.0038 -0.4% 0.9834
Close 1.0007 1.0037 0.0030 0.3% 1.0043
Range 0.0078 0.0095 0.0017 21.8% 0.0216
ATR 0.0090 0.0090 0.0000 0.4% 0.0000
Volume 422 876 454 107.6% 1,776
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0299 1.0263 1.0089
R3 1.0204 1.0168 1.0063
R2 1.0109 1.0109 1.0054
R1 1.0073 1.0073 1.0046 1.0091
PP 1.0014 1.0014 1.0014 1.0023
S1 0.9978 0.9978 1.0028 0.9996
S2 0.9919 0.9919 1.0020
S3 0.9824 0.9883 1.0011
S4 0.9729 0.9788 0.9985
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 1.0071 0.9871 0.0200 2.0% 0.0088 0.9% 83% False False 486
10 1.0071 0.9824 0.0247 2.5% 0.0092 0.9% 86% False False 429
20 1.0071 0.9800 0.0271 2.7% 0.0082 0.8% 87% False False 290
40 1.0071 0.9625 0.0446 4.4% 0.0089 0.9% 92% False False 193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0454
2.618 1.0299
1.618 1.0204
1.000 1.0145
0.618 1.0109
HIGH 1.0050
0.618 1.0014
0.500 1.0003
0.382 0.9991
LOW 0.9955
0.618 0.9896
1.000 0.9860
1.618 0.9801
2.618 0.9706
4.250 0.9551
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 1.0026 1.0029
PP 1.0014 1.0021
S1 1.0003 1.0013

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

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