CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 1.0390 1.0435 0.0045 0.4% 1.0525
High 1.0455 1.0448 -0.0007 -0.1% 1.0700
Low 1.0359 1.0343 -0.0016 -0.2% 1.0349
Close 1.0425 1.0449 0.0024 0.2% 1.0409
Range 0.0096 0.0105 0.0009 9.4% 0.0351
ATR 0.0121 0.0120 -0.0001 -1.0% 0.0000
Volume 143 73 -70 -49.0% 954
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 1.0728 1.0694 1.0507
R3 1.0623 1.0589 1.0478
R2 1.0518 1.0518 1.0468
R1 1.0484 1.0484 1.0459 1.0501
PP 1.0413 1.0413 1.0413 1.0422
S1 1.0379 1.0379 1.0439 1.0396
S2 1.0308 1.0308 1.0430
S3 1.0203 1.0274 1.0420
S4 1.0098 1.0169 1.0391
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.1539 1.1325 1.0602
R3 1.1188 1.0974 1.0506
R2 1.0837 1.0837 1.0473
R1 1.0623 1.0623 1.0441 1.0555
PP 1.0486 1.0486 1.0486 1.0452
S1 1.0272 1.0272 1.0377 1.0204
S2 1.0135 1.0135 1.0345
S3 0.9784 0.9921 1.0312
S4 0.9433 0.9570 1.0216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0700 1.0343 0.0357 3.4% 0.0146 1.4% 30% False True 160
10 1.0700 1.0343 0.0357 3.4% 0.0148 1.4% 30% False True 195
20 1.0806 1.0247 0.0559 5.3% 0.0114 1.1% 36% False False 169
40 1.0806 0.9822 0.0984 9.4% 0.0091 0.9% 64% False False 126
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0894
2.618 1.0723
1.618 1.0618
1.000 1.0553
0.618 1.0513
HIGH 1.0448
0.618 1.0408
0.500 1.0396
0.382 1.0383
LOW 1.0343
0.618 1.0278
1.000 1.0238
1.618 1.0173
2.618 1.0068
4.250 0.9897
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 1.0431 1.0446
PP 1.0413 1.0442
S1 1.0396 1.0439

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

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