CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 1.0629 1.0532 -0.0097 -0.9% 1.0662
High 1.0678 1.0607 -0.0071 -0.7% 1.0844
Low 1.0479 1.0473 -0.0006 -0.1% 1.0479
Close 1.0543 1.0559 0.0016 0.2% 1.0543
Range 0.0199 0.0134 -0.0065 -32.7% 0.0365
ATR 0.0139 0.0139 0.0000 -0.3% 0.0000
Volume 135,030 109,686 -25,344 -18.8% 600,255
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 1.0948 1.0888 1.0633
R3 1.0814 1.0754 1.0596
R2 1.0680 1.0680 1.0584
R1 1.0620 1.0620 1.0571 1.0650
PP 1.0546 1.0546 1.0546 1.0562
S1 1.0486 1.0486 1.0547 1.0516
S2 1.0412 1.0412 1.0534
S3 1.0278 1.0352 1.0522
S4 1.0144 1.0218 1.0485
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.1717 1.1495 1.0744
R3 1.1352 1.1130 1.0643
R2 1.0987 1.0987 1.0610
R1 1.0765 1.0765 1.0576 1.0694
PP 1.0622 1.0622 1.0622 1.0586
S1 1.0400 1.0400 1.0510 1.0329
S2 1.0257 1.0257 1.0476
S3 0.9892 1.0035 1.0443
S4 0.9527 0.9670 1.0342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0844 1.0473 0.0371 3.5% 0.0164 1.6% 23% False True 123,555
10 1.0896 1.0473 0.0423 4.0% 0.0165 1.6% 20% False True 129,432
20 1.0954 1.0371 0.0583 5.5% 0.0138 1.3% 32% False False 107,298
40 1.0954 0.9849 0.1105 10.5% 0.0117 1.1% 64% False False 94,038
60 1.0954 0.9606 0.1348 12.8% 0.0118 1.1% 71% False False 80,923
80 1.0954 0.9606 0.1348 12.8% 0.0109 1.0% 71% False False 60,729
100 1.0954 0.9606 0.1348 12.8% 0.0103 1.0% 71% False False 48,600
Crabel Price Patterns
NR True
NR4 True
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 0.0034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1177
2.618 1.0958
1.618 1.0824
1.000 1.0741
0.618 1.0690
HIGH 1.0607
0.618 1.0556
0.500 1.0540
0.382 1.0524
LOW 1.0473
0.618 1.0390
1.000 1.0339
1.618 1.0256
2.618 1.0122
4.250 0.9904
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 1.0553 1.0576
PP 1.0546 1.0570
S1 1.0540 1.0565

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

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