CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 1.0535 1.0578 0.0043 0.4% 1.0337
High 1.0565 1.0578 0.0013 0.1% 1.0565
Low 1.0535 1.0502 -0.0033 -0.3% 1.0247
Close 1.0550 1.0527 -0.0023 -0.2% 1.0550
Range 0.0030 0.0076 0.0046 153.3% 0.0318
ATR 0.0086 0.0085 -0.0001 -0.8% 0.0000
Volume 194 95 -99 -51.0% 429
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0764 1.0721 1.0569
R3 1.0688 1.0645 1.0548
R2 1.0612 1.0612 1.0541
R1 1.0569 1.0569 1.0534 1.0553
PP 1.0536 1.0536 1.0536 1.0527
S1 1.0493 1.0493 1.0520 1.0477
S2 1.0460 1.0460 1.0513
S3 1.0384 1.0417 1.0506
S4 1.0308 1.0341 1.0485
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1408 1.1297 1.0725
R3 1.1090 1.0979 1.0637
R2 1.0772 1.0772 1.0608
R1 1.0661 1.0661 1.0579 1.0717
PP 1.0454 1.0454 1.0454 1.0482
S1 1.0343 1.0343 1.0521 1.0399
S2 1.0136 1.0136 1.0492
S3 0.9818 1.0025 1.0463
S4 0.9500 0.9707 1.0375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0578 1.0247 0.0331 3.1% 0.0076 0.7% 85% True False 104
10 1.0578 1.0189 0.0389 3.7% 0.0071 0.7% 87% True False 100
20 1.0578 1.0012 0.0566 5.4% 0.0066 0.6% 91% True False 87
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0901
2.618 1.0777
1.618 1.0701
1.000 1.0654
0.618 1.0625
HIGH 1.0578
0.618 1.0549
0.500 1.0540
0.382 1.0531
LOW 1.0502
0.618 1.0455
1.000 1.0426
1.618 1.0379
2.618 1.0303
4.250 1.0179
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 1.0540 1.0511
PP 1.0536 1.0495
S1 1.0531 1.0479

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

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