CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 0.9983 0.9786 -0.0197 -2.0% 1.0028
High 0.9995 0.9856 -0.0139 -1.4% 1.0060
Low 0.9708 0.9655 -0.0053 -0.5% 0.9854
Close 0.9795 0.9727 -0.0068 -0.7% 1.0028
Range 0.0287 0.0201 -0.0086 -30.0% 0.0206
ATR 0.0109 0.0116 0.0007 6.0% 0.0000
Volume 231,143 194,439 -36,704 -15.9% 311,810
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0349 1.0239 0.9838
R3 1.0148 1.0038 0.9782
R2 0.9947 0.9947 0.9764
R1 0.9837 0.9837 0.9745 0.9792
PP 0.9746 0.9746 0.9746 0.9723
S1 0.9636 0.9636 0.9709 0.9591
S2 0.9545 0.9545 0.9690
S3 0.9344 0.9435 0.9672
S4 0.9143 0.9234 0.9616
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 1.0044 0.9655 0.0389 4.0% 0.0180 1.8% 19% False True 144,648
10 1.0063 0.9655 0.0408 4.2% 0.0127 1.3% 18% False True 82,324
20 1.0071 0.9655 0.0416 4.3% 0.0109 1.1% 17% False True 41,376
40 1.0071 0.9655 0.0416 4.3% 0.0098 1.0% 17% False True 20,747
60 1.0071 0.9625 0.0446 4.6% 0.0089 0.9% 23% False False 13,857
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 False
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0710
2.618 1.0382
1.618 1.0181
1.000 1.0057
0.618 0.9980
HIGH 0.9856
0.618 0.9779
0.500 0.9756
0.382 0.9732
LOW 0.9655
0.618 0.9531
1.000 0.9454
1.618 0.9330
2.618 0.9129
4.250 0.8801
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 0.9756 0.9842
PP 0.9746 0.9803
S1 0.9737 0.9765

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

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