CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 1.0069 1.0101 0.0032 0.3% 0.9760
High 1.0119 1.0148 0.0029 0.3% 1.0067
Low 1.0069 1.0101 0.0032 0.3% 0.9760
Close 1.0108 1.0149 0.0041 0.4% 1.0035
Range 0.0050 0.0047 -0.0003 -6.0% 0.0307
ATR 0.0092 0.0089 -0.0003 -3.5% 0.0000
Volume 12 88 76 633.3% 354
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0274 1.0258 1.0175
R3 1.0227 1.0211 1.0162
R2 1.0180 1.0180 1.0158
R1 1.0164 1.0164 1.0153 1.0172
PP 1.0133 1.0133 1.0133 1.0137
S1 1.0117 1.0117 1.0145 1.0125
S2 1.0086 1.0086 1.0140
S3 1.0039 1.0070 1.0136
S4 0.9992 1.0023 1.0123
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0875 1.0762 1.0204
R3 1.0568 1.0455 1.0119
R2 1.0261 1.0261 1.0091
R1 1.0148 1.0148 1.0063 1.0205
PP 0.9954 0.9954 0.9954 0.9982
S1 0.9841 0.9841 1.0007 0.9898
S2 0.9647 0.9647 0.9979
S3 0.9340 0.9534 0.9951
S4 0.9033 0.9227 0.9866
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0148 0.9999 0.0149 1.5% 0.0052 0.5% 101% True False 32
10 1.0148 0.9680 0.0468 4.6% 0.0066 0.6% 100% True False 52
Crabel Price Patterns
NR True
NR4 False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0348
2.618 1.0271
1.618 1.0224
1.000 1.0195
0.618 1.0177
HIGH 1.0148
0.618 1.0130
0.500 1.0125
0.382 1.0119
LOW 1.0101
0.618 1.0072
1.000 1.0054
1.618 1.0025
2.618 0.9978
4.250 0.9901
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 1.0141 1.0131
PP 1.0133 1.0112
S1 1.0125 1.0094

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

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