CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 1.0003 1.0038 0.0035 0.3% 0.9995
High 1.0050 1.0063 0.0013 0.1% 1.0050
Low 0.9955 1.0004 0.0049 0.5% 0.9834
Close 1.0037 1.0026 -0.0011 -0.1% 1.0043
Range 0.0095 0.0059 -0.0036 -37.9% 0.0216
ATR 0.0090 0.0088 -0.0002 -2.5% 0.0000
Volume 876 1,866 990 113.0% 1,776
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0208 1.0176 1.0058
R3 1.0149 1.0117 1.0042
R2 1.0090 1.0090 1.0037
R1 1.0058 1.0058 1.0031 1.0045
PP 1.0031 1.0031 1.0031 1.0024
S1 0.9999 0.9999 1.0021 0.9986
S2 0.9972 0.9972 1.0015
S3 0.9913 0.9940 1.0010
S4 0.9854 0.9881 0.9994
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 0.9955 0.0116 1.2% 0.0076 0.8% 61% False False 791
10 1.0071 0.9834 0.0237 2.4% 0.0089 0.9% 81% False False 591
20 1.0071 0.9800 0.0271 2.7% 0.0081 0.8% 83% False False 374
40 1.0071 0.9625 0.0446 4.4% 0.0088 0.9% 90% False False 240
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0314
2.618 1.0217
1.618 1.0158
1.000 1.0122
0.618 1.0099
HIGH 1.0063
0.618 1.0040
0.500 1.0034
0.382 1.0027
LOW 1.0004
0.618 0.9968
1.000 0.9945
1.618 0.9909
2.618 0.9850
4.250 0.9753
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 1.0034 1.0022
PP 1.0031 1.0017
S1 1.0029 1.0013

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

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