CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 1.0038 1.0004 -0.0034 -0.3% 1.0013
High 1.0063 1.0024 -0.0039 -0.4% 1.0071
Low 1.0004 0.9953 -0.0051 -0.5% 0.9953
Close 1.0026 1.0006 -0.0020 -0.2% 1.0006
Range 0.0059 0.0071 0.0012 20.3% 0.0118
ATR 0.0088 0.0087 -0.0001 -1.2% 0.0000
Volume 1,866 1,929 63 3.4% 5,482
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0207 1.0178 1.0045
R3 1.0136 1.0107 1.0026
R2 1.0065 1.0065 1.0019
R1 1.0036 1.0036 1.0013 1.0051
PP 0.9994 0.9994 0.9994 1.0002
S1 0.9965 0.9965 0.9999 0.9980
S2 0.9923 0.9923 0.9993
S3 0.9852 0.9894 0.9986
S4 0.9781 0.9823 0.9967
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0364 1.0303 1.0071
R3 1.0246 1.0185 1.0038
R2 1.0128 1.0128 1.0028
R1 1.0067 1.0067 1.0017 1.0039
PP 1.0010 1.0010 1.0010 0.9996
S1 0.9949 0.9949 0.9995 0.9921
S2 0.9892 0.9892 0.9984
S3 0.9774 0.9831 0.9974
S4 0.9656 0.9713 0.9941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0071 0.9953 0.0118 1.2% 0.0074 0.7% 45% False True 1,096
10 1.0071 0.9834 0.0237 2.4% 0.0086 0.9% 73% False False 735
20 1.0071 0.9800 0.0271 2.7% 0.0081 0.8% 76% False False 456
40 1.0071 0.9625 0.0446 4.5% 0.0088 0.9% 85% False False 285
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0326
2.618 1.0210
1.618 1.0139
1.000 1.0095
0.618 1.0068
HIGH 1.0024
0.618 0.9997
0.500 0.9989
0.382 0.9980
LOW 0.9953
0.618 0.9909
1.000 0.9882
1.618 0.9838
2.618 0.9767
4.250 0.9651
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 1.0000 1.0008
PP 0.9994 1.0007
S1 0.9989 1.0007

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

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