CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 1.0228 1.0243 0.0015 0.1% 1.0148
High 1.0281 1.0306 0.0025 0.2% 1.0306
Low 1.0218 1.0224 0.0006 0.1% 1.0109
Close 1.0273 1.0297 0.0024 0.2% 1.0297
Range 0.0063 0.0082 0.0019 30.2% 0.0197
ATR 0.0107 0.0105 -0.0002 -1.7% 0.0000
Volume 73,340 92,539 19,199 26.2% 372,784
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0522 1.0491 1.0342
R3 1.0440 1.0409 1.0320
R2 1.0358 1.0358 1.0312
R1 1.0327 1.0327 1.0305 1.0343
PP 1.0276 1.0276 1.0276 1.0283
S1 1.0245 1.0245 1.0289 1.0261
S2 1.0194 1.0194 1.0282
S3 1.0112 1.0163 1.0274
S4 1.0030 1.0081 1.0252
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0828 1.0760 1.0405
R3 1.0631 1.0563 1.0351
R2 1.0434 1.0434 1.0333
R1 1.0366 1.0366 1.0315 1.0400
PP 1.0237 1.0237 1.0237 1.0255
S1 1.0169 1.0169 1.0279 1.0203
S2 1.0040 1.0040 1.0261
S3 0.9843 0.9972 1.0243
S4 0.9646 0.9775 1.0189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0306 1.0109 0.0197 1.9% 0.0077 0.7% 95% True False 74,556
10 1.0306 0.9849 0.0457 4.4% 0.0091 0.9% 98% True False 80,785
20 1.0306 0.9606 0.0700 6.8% 0.0120 1.2% 99% True False 94,720
40 1.0306 0.9606 0.0700 6.8% 0.0101 1.0% 99% True False 47,588
60 1.0306 0.9606 0.0700 6.8% 0.0099 1.0% 99% True False 31,763
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0655
2.618 1.0521
1.618 1.0439
1.000 1.0388
0.618 1.0357
HIGH 1.0306
0.618 1.0275
0.500 1.0265
0.382 1.0255
LOW 1.0224
0.618 1.0173
1.000 1.0142
1.618 1.0091
2.618 1.0009
4.250 0.9876
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 1.0286 1.0278
PP 1.0276 1.0259
S1 1.0265 1.0241

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

View Archives - Comment on this page... - Back to Index of Symbols