CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 1.0490 1.0492 0.0002 0.0% 1.0582
High 1.0530 1.0522 -0.0008 -0.1% 1.0621
Low 1.0430 1.0395 -0.0035 -0.3% 1.0395
Close 1.0511 1.0438 -0.0073 -0.7% 1.0438
Range 0.0100 0.0127 0.0027 27.0% 0.0226
ATR 0.0115 0.0116 0.0001 0.7% 0.0000
Volume 53,369 114,384 61,015 114.3% 262,526
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0833 1.0762 1.0508
R3 1.0706 1.0635 1.0473
R2 1.0579 1.0579 1.0461
R1 1.0508 1.0508 1.0450 1.0480
PP 1.0452 1.0452 1.0452 1.0438
S1 1.0381 1.0381 1.0426 1.0353
S2 1.0325 1.0325 1.0415
S3 1.0198 1.0254 1.0403
S4 1.0071 1.0127 1.0368
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.1163 1.1026 1.0562
R3 1.0937 1.0800 1.0500
R2 1.0711 1.0711 1.0479
R1 1.0574 1.0574 1.0459 1.0530
PP 1.0485 1.0485 1.0485 1.0462
S1 1.0348 1.0348 1.0417 1.0304
S2 1.0259 1.0259 1.0397
S3 1.0033 1.0122 1.0376
S4 0.9807 0.9896 1.0314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0621 1.0395 0.0226 2.2% 0.0104 1.0% 19% False True 52,505
10 1.0628 1.0395 0.0233 2.2% 0.0116 1.1% 18% False True 26,936
20 1.0628 1.0289 0.0339 3.2% 0.0111 1.1% 44% False False 13,610
40 1.0806 1.0247 0.0559 5.4% 0.0108 1.0% 34% False False 6,882
60 1.0806 0.9580 0.1226 11.7% 0.0095 0.9% 70% False False 4,615
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 0.0036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1062
2.618 1.0854
1.618 1.0727
1.000 1.0649
0.618 1.0600
HIGH 1.0522
0.618 1.0473
0.500 1.0459
0.382 1.0444
LOW 1.0395
0.618 1.0317
1.000 1.0268
1.618 1.0190
2.618 1.0063
4.250 0.9855
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 1.0459 1.0495
PP 1.0452 1.0476
S1 1.0445 1.0457

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

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