CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 0.9989 0.9902 -0.0087 -0.9% 1.0028
High 1.0001 1.0044 0.0043 0.4% 1.0060
Low 0.9875 0.9854 -0.0021 -0.2% 0.9854
Close 0.9888 1.0028 0.0140 1.4% 1.0028
Range 0.0126 0.0190 0.0064 50.8% 0.0206
ATR 0.0088 0.0095 0.0007 8.2% 0.0000
Volume 87,367 128,240 40,873 46.8% 311,810
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0545 1.0477 1.0133
R3 1.0355 1.0287 1.0080
R2 1.0165 1.0165 1.0063
R1 1.0097 1.0097 1.0045 1.0131
PP 0.9975 0.9975 0.9975 0.9993
S1 0.9907 0.9907 1.0011 0.9941
S2 0.9785 0.9785 0.9993
S3 0.9595 0.9717 0.9976
S4 0.9405 0.9527 0.9924
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0599 1.0519 1.0141
R3 1.0393 1.0313 1.0085
R2 1.0187 1.0187 1.0066
R1 1.0107 1.0107 1.0047 1.0131
PP 0.9981 0.9981 0.9981 0.9993
S1 0.9901 0.9901 1.0009 0.9925
S2 0.9775 0.9775 0.9990
S3 0.9569 0.9695 0.9971
S4 0.9363 0.9489 0.9915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0060 0.9854 0.0206 2.1% 0.0111 1.1% 84% False True 62,362
10 1.0071 0.9854 0.0217 2.2% 0.0093 0.9% 80% False True 31,729
20 1.0071 0.9800 0.0271 2.7% 0.0091 0.9% 84% False False 16,016
40 1.0071 0.9662 0.0409 4.1% 0.0091 0.9% 89% False False 8,066
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 1.0852
2.618 1.0541
1.618 1.0351
1.000 1.0234
0.618 1.0161
HIGH 1.0044
0.618 0.9971
0.500 0.9949
0.382 0.9927
LOW 0.9854
0.618 0.9737
1.000 0.9664
1.618 0.9547
2.618 0.9357
4.250 0.9047
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 1.0002 1.0002
PP 0.9975 0.9975
S1 0.9949 0.9949

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

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