CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 1.0535 1.0582 0.0047 0.4% 1.0560
High 1.0628 1.0621 -0.0007 -0.1% 1.0628
Low 1.0452 1.0550 0.0098 0.9% 1.0442
Close 1.0585 1.0565 -0.0020 -0.2% 1.0585
Range 0.0176 0.0071 -0.0105 -59.7% 0.0186
ATR 0.0120 0.0117 -0.0004 -2.9% 0.0000
Volume 1,743 17,462 15,719 901.8% 6,486
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0792 1.0749 1.0604
R3 1.0721 1.0678 1.0585
R2 1.0650 1.0650 1.0578
R1 1.0607 1.0607 1.0572 1.0593
PP 1.0579 1.0579 1.0579 1.0572
S1 1.0536 1.0536 1.0558 1.0522
S2 1.0508 1.0508 1.0552
S3 1.0437 1.0465 1.0545
S4 1.0366 1.0394 1.0526
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.1110 1.1033 1.0687
R3 1.0924 1.0847 1.0636
R2 1.0738 1.0738 1.0619
R1 1.0661 1.0661 1.0602 1.0700
PP 1.0552 1.0552 1.0552 1.0571
S1 1.0475 1.0475 1.0568 1.0514
S2 1.0366 1.0366 1.0551
S3 1.0180 1.0289 1.0534
S4 0.9994 1.0103 1.0483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0628 1.0442 0.0186 1.8% 0.0122 1.2% 66% False False 4,789
10 1.0628 1.0289 0.0339 3.2% 0.0118 1.1% 81% False False 2,594
20 1.0700 1.0289 0.0411 3.9% 0.0117 1.1% 67% False False 1,391
40 1.0806 1.0189 0.0617 5.8% 0.0105 1.0% 61% False False 769
60 1.0806 0.9550 0.1256 11.9% 0.0096 0.9% 81% False False 534
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0923
2.618 1.0807
1.618 1.0736
1.000 1.0692
0.618 1.0665
HIGH 1.0621
0.618 1.0594
0.500 1.0586
0.382 1.0577
LOW 1.0550
0.618 1.0506
1.000 1.0479
1.618 1.0435
2.618 1.0364
4.250 1.0248
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 1.0586 1.0555
PP 1.0579 1.0545
S1 1.0572 1.0535

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

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