CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 0.9986 0.9989 0.0003 0.0% 1.0013
High 1.0012 1.0001 -0.0011 -0.1% 1.0071
Low 0.9941 0.9875 -0.0066 -0.7% 0.9953
Close 0.9989 0.9888 -0.0101 -1.0% 1.0006
Range 0.0071 0.0126 0.0055 77.5% 0.0118
ATR 0.0085 0.0088 0.0003 3.4% 0.0000
Volume 47,700 87,367 39,667 83.2% 5,482
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0299 1.0220 0.9957
R3 1.0173 1.0094 0.9923
R2 1.0047 1.0047 0.9911
R1 0.9968 0.9968 0.9900 0.9945
PP 0.9921 0.9921 0.9921 0.9910
S1 0.9842 0.9842 0.9876 0.9819
S2 0.9795 0.9795 0.9865
S3 0.9669 0.9716 0.9853
S4 0.9543 0.9590 0.9819
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 1.0060 0.9875 0.0185 1.9% 0.0088 0.9% 7% False True 37,099
10 1.0071 0.9875 0.0196 2.0% 0.0082 0.8% 7% False True 18,945
20 1.0071 0.9800 0.0271 2.7% 0.0087 0.9% 32% False False 9,610
40 1.0071 0.9625 0.0446 4.5% 0.0090 0.9% 59% False False 4,865
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0537
2.618 1.0331
1.618 1.0205
1.000 1.0127
0.618 1.0079
HIGH 1.0001
0.618 0.9953
0.500 0.9938
0.382 0.9923
LOW 0.9875
0.618 0.9797
1.000 0.9749
1.618 0.9671
2.618 0.9545
4.250 0.9340
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 0.9938 0.9944
PP 0.9921 0.9925
S1 0.9905 0.9907

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

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