CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 1.0525 1.0607 0.0082 0.8% 1.0798
High 1.0631 1.0665 0.0034 0.3% 1.0806
Low 1.0525 1.0552 0.0027 0.3% 1.0367
Close 1.0582 1.0644 0.0062 0.6% 1.0487
Range 0.0106 0.0113 0.0007 6.6% 0.0439
ATR 0.0110 0.0110 0.0000 0.2% 0.0000
Volume 199 167 -32 -16.1% 1,350
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 1.0959 1.0915 1.0706
R3 1.0846 1.0802 1.0675
R2 1.0733 1.0733 1.0665
R1 1.0689 1.0689 1.0654 1.0711
PP 1.0620 1.0620 1.0620 1.0632
S1 1.0576 1.0576 1.0634 1.0598
S2 1.0507 1.0507 1.0623
S3 1.0394 1.0463 1.0613
S4 1.0281 1.0350 1.0582
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.1870 1.1618 1.0728
R3 1.1431 1.1179 1.0608
R2 1.0992 1.0992 1.0567
R1 1.0740 1.0740 1.0527 1.0647
PP 1.0553 1.0553 1.0553 1.0507
S1 1.0301 1.0301 1.0447 1.0208
S2 1.0114 1.0114 1.0407
S3 0.9675 0.9862 1.0366
S4 0.9236 0.9423 1.0246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0681 1.0367 0.0314 3.0% 0.0150 1.4% 88% False False 230
10 1.0806 1.0367 0.0439 4.1% 0.0115 1.1% 63% False False 210
20 1.0806 1.0189 0.0617 5.8% 0.0095 0.9% 74% False False 149
40 1.0806 0.9550 0.1256 11.8% 0.0089 0.8% 87% False False 114
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1145
2.618 1.0961
1.618 1.0848
1.000 1.0778
0.618 1.0735
HIGH 1.0665
0.618 1.0622
0.500 1.0609
0.382 1.0595
LOW 1.0552
0.618 1.0482
1.000 1.0439
1.618 1.0369
2.618 1.0256
4.250 1.0072
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 1.0632 1.0609
PP 1.0620 1.0575
S1 1.0609 1.0540

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

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