CME Australian Dollar Future June 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 1.0532 1.0534 0.0002 0.0% 1.0662
High 1.0607 1.0596 -0.0011 -0.1% 1.0844
Low 1.0473 1.0468 -0.0005 0.0% 1.0479
Close 1.0559 1.0583 0.0024 0.2% 1.0543
Range 0.0134 0.0128 -0.0006 -4.5% 0.0365
ATR 0.0139 0.0138 -0.0001 -0.6% 0.0000
Volume 109,686 117,192 7,506 6.8% 600,255
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 1.0933 1.0886 1.0653
R3 1.0805 1.0758 1.0618
R2 1.0677 1.0677 1.0606
R1 1.0630 1.0630 1.0595 1.0654
PP 1.0549 1.0549 1.0549 1.0561
S1 1.0502 1.0502 1.0571 1.0526
S2 1.0421 1.0421 1.0560
S3 1.0293 1.0374 1.0548
S4 1.0165 1.0246 1.0513
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 1.0468 0.0376 3.6% 0.0167 1.6% 31% False True 131,133
10 1.0844 1.0468 0.0376 3.6% 0.0167 1.6% 31% False True 129,933
20 1.0954 1.0371 0.0583 5.5% 0.0139 1.3% 36% False False 107,310
40 1.0954 0.9935 0.1019 9.6% 0.0118 1.1% 64% False False 94,858
60 1.0954 0.9606 0.1348 12.7% 0.0119 1.1% 72% False False 82,875
80 1.0954 0.9606 0.1348 12.7% 0.0110 1.0% 72% False False 62,193
100 1.0954 0.9606 0.1348 12.7% 0.0105 1.0% 72% False False 49,772
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0039
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1140
2.618 1.0931
1.618 1.0803
1.000 1.0724
0.618 1.0675
HIGH 1.0596
0.618 1.0547
0.500 1.0532
0.382 1.0517
LOW 1.0468
0.618 1.0389
1.000 1.0340
1.618 1.0261
2.618 1.0133
4.250 0.9924
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 1.0566 1.0580
PP 1.0549 1.0576
S1 1.0532 1.0573

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

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