CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 1.0348 1.0381 0.0033 0.3% 1.0301
High 1.0423 1.0500 0.0077 0.7% 1.0500
Low 1.0328 1.0367 0.0039 0.4% 1.0200
Close 1.0367 1.0437 0.0070 0.7% 1.0437
Range 0.0095 0.0133 0.0038 40.0% 0.0300
ATR 0.0104 0.0106 0.0002 2.0% 0.0000
Volume 99,774 70,742 -29,032 -29.1% 389,144
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0834 1.0768 1.0510
R3 1.0701 1.0635 1.0474
R2 1.0568 1.0568 1.0461
R1 1.0502 1.0502 1.0449 1.0535
PP 1.0435 1.0435 1.0435 1.0451
S1 1.0369 1.0369 1.0425 1.0402
S2 1.0302 1.0302 1.0413
S3 1.0169 1.0236 1.0400
S4 1.0036 1.0103 1.0364
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1279 1.1158 1.0602
R3 1.0979 1.0858 1.0520
R2 1.0679 1.0679 1.0492
R1 1.0558 1.0558 1.0465 1.0619
PP 1.0379 1.0379 1.0379 1.0409
S1 1.0258 1.0258 1.0410 1.0319
S2 1.0079 1.0079 1.0382
S3 0.9779 0.9958 1.0355
S4 0.9479 0.9658 1.0272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0500 1.0200 0.0300 2.9% 0.0105 1.0% 79% True False 77,828
10 1.0500 1.0109 0.0391 3.7% 0.0091 0.9% 84% True False 76,192
20 1.0500 0.9606 0.0894 8.6% 0.0119 1.1% 93% True False 98,587
40 1.0500 0.9606 0.0894 8.6% 0.0105 1.0% 93% True False 57,301
60 1.0500 0.9606 0.0894 8.6% 0.0100 1.0% 93% True False 38,240
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1065
2.618 1.0848
1.618 1.0715
1.000 1.0633
0.618 1.0582
HIGH 1.0500
0.618 1.0449
0.500 1.0434
0.382 1.0418
LOW 1.0367
0.618 1.0285
1.000 1.0234
1.618 1.0152
2.618 1.0019
4.250 0.9802
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 1.0436 1.0413
PP 1.0435 1.0389
S1 1.0434 1.0365

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

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