CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 1.0028 0.9998 -0.0030 -0.3% 1.0013
High 1.0060 1.0012 -0.0048 -0.5% 1.0071
Low 0.9969 0.9933 -0.0036 -0.4% 0.9953
Close 0.9991 0.9985 -0.0006 -0.1% 1.0006
Range 0.0091 0.0079 -0.0012 -13.2% 0.0118
ATR 0.0087 0.0086 -0.0001 -0.7% 0.0000
Volume 22,300 26,203 3,903 17.5% 5,482
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0214 1.0178 1.0028
R3 1.0135 1.0099 1.0007
R2 1.0056 1.0056 0.9999
R1 1.0020 1.0020 0.9992 0.9999
PP 0.9977 0.9977 0.9977 0.9966
S1 0.9941 0.9941 0.9978 0.9920
S2 0.9898 0.9898 0.9971
S3 0.9819 0.9862 0.9963
S4 0.9740 0.9783 0.9942
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 1.0063 0.9933 0.0130 1.3% 0.0079 0.8% 40% False True 10,634
10 1.0071 0.9846 0.0225 2.3% 0.0081 0.8% 62% False False 5,535
20 1.0071 0.9800 0.0271 2.7% 0.0083 0.8% 68% False False 2,871
40 1.0071 0.9625 0.0446 4.5% 0.0089 0.9% 81% False False 1,491
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 True
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0348
2.618 1.0219
1.618 1.0140
1.000 1.0091
0.618 1.0061
HIGH 1.0012
0.618 0.9982
0.500 0.9973
0.382 0.9963
LOW 0.9933
0.618 0.9884
1.000 0.9854
1.618 0.9805
2.618 0.9726
4.250 0.9597
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 0.9981 0.9997
PP 0.9977 0.9993
S1 0.9973 0.9989

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

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