CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 1.0340 1.0337 -0.0003 0.0% 1.0355
High 1.0366 1.0365 -0.0001 0.0% 1.0366
Low 1.0310 1.0280 -0.0030 -0.3% 1.0189
Close 1.0365 1.0315 -0.0050 -0.5% 1.0365
Range 0.0056 0.0085 0.0029 51.8% 0.0177
ATR 0.0079 0.0080 0.0000 0.5% 0.0000
Volume 37 114 77 208.1% 481
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0575 1.0530 1.0362
R3 1.0490 1.0445 1.0338
R2 1.0405 1.0405 1.0331
R1 1.0360 1.0360 1.0323 1.0340
PP 1.0320 1.0320 1.0320 1.0310
S1 1.0275 1.0275 1.0307 1.0255
S2 1.0235 1.0235 1.0299
S3 1.0150 1.0190 1.0292
S4 1.0065 1.0105 1.0268
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0838 1.0778 1.0462
R3 1.0661 1.0601 1.0414
R2 1.0484 1.0484 1.0397
R1 1.0424 1.0424 1.0381 1.0454
PP 1.0307 1.0307 1.0307 1.0322
S1 1.0247 1.0247 1.0349 1.0277
S2 1.0130 1.0130 1.0333
S3 0.9953 1.0070 1.0316
S4 0.9776 0.9893 1.0268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0366 1.0189 0.0177 1.7% 0.0070 0.7% 71% False False 80
10 1.0366 1.0102 0.0264 2.6% 0.0075 0.7% 81% False False 109
20 1.0366 0.9822 0.0544 5.3% 0.0067 0.6% 91% False False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0726
2.618 1.0588
1.618 1.0503
1.000 1.0450
0.618 1.0418
HIGH 1.0365
0.618 1.0333
0.500 1.0323
0.382 1.0312
LOW 1.0280
0.618 1.0227
1.000 1.0195
1.618 1.0142
2.618 1.0057
4.250 0.9919
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 1.0323 1.0314
PP 1.0320 1.0314
S1 1.0318 1.0313

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

View Archives - Comment on this page... - Back to Index of Symbols