CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 0.9838 0.9876 0.0038 0.4% 0.9814
High 0.9917 0.9877 -0.0040 -0.4% 0.9847
Low 0.9831 0.9731 -0.0100 -1.0% 0.9635
Close 0.9886 0.9735 -0.0151 -1.5% 0.9740
Range 0.0086 0.0146 0.0060 69.8% 0.0212
ATR 0.0126 0.0128 0.0002 1.7% 0.0000
Volume 82,661 88,149 5,488 6.6% 188,424
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0219 1.0123 0.9815
R3 1.0073 0.9977 0.9775
R2 0.9927 0.9927 0.9762
R1 0.9831 0.9831 0.9748 0.9806
PP 0.9781 0.9781 0.9781 0.9769
S1 0.9685 0.9685 0.9722 0.9660
S2 0.9635 0.9635 0.9708
S3 0.9489 0.9539 0.9695
S4 0.9343 0.9393 0.9655
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0377 1.0270 0.9857
R3 1.0165 1.0058 0.9798
R2 0.9953 0.9953 0.9779
R1 0.9846 0.9846 0.9759 0.9794
PP 0.9741 0.9741 0.9741 0.9714
S1 0.9634 0.9634 0.9721 0.9582
S2 0.9529 0.9529 0.9701
S3 0.9317 0.9422 0.9682
S4 0.9105 0.9210 0.9623
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9917 0.9664 0.0253 2.6% 0.0112 1.1% 28% False False 70,170
10 0.9917 0.9507 0.0410 4.2% 0.0124 1.3% 56% False False 43,771
20 0.9917 0.9415 0.0502 5.2% 0.0128 1.3% 64% False False 22,386
40 1.0015 0.9415 0.0600 6.2% 0.0128 1.3% 53% False False 11,334
60 1.0015 0.9264 0.0751 7.7% 0.0119 1.2% 63% False False 7,579
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0498
2.618 1.0259
1.618 1.0113
1.000 1.0023
0.618 0.9967
HIGH 0.9877
0.618 0.9821
0.500 0.9804
0.382 0.9787
LOW 0.9731
0.618 0.9641
1.000 0.9585
1.618 0.9495
2.618 0.9349
4.250 0.9111
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 0.9804 0.9820
PP 0.9781 0.9791
S1 0.9758 0.9763

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

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