CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 0.9898 0.9905 0.0007 0.1% 0.9830
High 0.9930 1.0000 0.0070 0.7% 0.9861
Low 0.9866 0.9905 0.0039 0.4% 0.9550
Close 0.9928 1.0004 0.0076 0.8% 0.9739
Range 0.0064 0.0095 0.0031 48.4% 0.0311
ATR
Volume 150 149 -1 -0.7% 318
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0255 1.0224 1.0056
R3 1.0160 1.0129 1.0030
R2 1.0065 1.0065 1.0021
R1 1.0034 1.0034 1.0013 1.0050
PP 0.9970 0.9970 0.9970 0.9977
S1 0.9939 0.9939 0.9995 0.9955
S2 0.9875 0.9875 0.9987
S3 0.9780 0.9844 0.9978
S4 0.9685 0.9749 0.9952
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0650 1.0505 0.9910
R3 1.0339 1.0194 0.9825
R2 1.0028 1.0028 0.9796
R1 0.9883 0.9883 0.9768 0.9800
PP 0.9717 0.9717 0.9717 0.9675
S1 0.9572 0.9572 0.9710 0.9489
S2 0.9406 0.9406 0.9682
S3 0.9095 0.9261 0.9653
S4 0.8784 0.8950 0.9568
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0000 0.9680 0.0320 3.2% 0.0079 0.8% 101% True False 72
10 1.0000 0.9550 0.0450 4.5% 0.0097 1.0% 101% True False 66
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0404
2.618 1.0249
1.618 1.0154
1.000 1.0095
0.618 1.0059
HIGH 1.0000
0.618 0.9964
0.500 0.9953
0.382 0.9941
LOW 0.9905
0.618 0.9846
1.000 0.9810
1.618 0.9751
2.618 0.9656
4.250 0.9501
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 0.9987 0.9973
PP 0.9970 0.9942
S1 0.9953 0.9911

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

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