CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 1.0004 1.0028 0.0024 0.2% 1.0013
High 1.0024 1.0060 0.0036 0.4% 1.0071
Low 0.9953 0.9969 0.0016 0.2% 0.9953
Close 1.0006 0.9991 -0.0015 -0.1% 1.0006
Range 0.0071 0.0091 0.0020 28.2% 0.0118
ATR 0.0087 0.0087 0.0000 0.4% 0.0000
Volume 1,929 22,300 20,371 1,056.0% 5,482
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0280 1.0226 1.0041
R3 1.0189 1.0135 1.0016
R2 1.0098 1.0098 1.0008
R1 1.0044 1.0044 0.9999 1.0026
PP 1.0007 1.0007 1.0007 0.9997
S1 0.9953 0.9953 0.9983 0.9935
S2 0.9916 0.9916 0.9974
S3 0.9825 0.9862 0.9966
S4 0.9734 0.9771 0.9941
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% 0.0079 0.8% 32% False False 5,478
10 1.0071 0.9834 0.0237 2.4% 0.0089 0.9% 66% False False 2,955
20 1.0071 0.9800 0.0271 2.7% 0.0081 0.8% 70% False False 1,567
40 1.0071 0.9625 0.0446 4.5% 0.0089 0.9% 82% False False 838
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 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0447
2.618 1.0298
1.618 1.0207
1.000 1.0151
0.618 1.0116
HIGH 1.0060
0.618 1.0025
0.500 1.0015
0.382 1.0004
LOW 0.9969
0.618 0.9913
1.000 0.9878
1.618 0.9822
2.618 0.9731
4.250 0.9582
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 1.0015 1.0008
PP 1.0007 1.0002
S1 0.9999 0.9997

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

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