CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 1.0480 1.0551 0.0071 0.7% 1.0582
High 1.0584 1.0585 0.0001 0.0% 1.0621
Low 1.0439 1.0405 -0.0034 -0.3% 1.0395
Close 1.0565 1.0418 -0.0147 -1.4% 1.0438
Range 0.0145 0.0180 0.0035 24.1% 0.0226
ATR 0.0118 0.0122 0.0004 3.8% 0.0000
Volume 101,238 135,076 33,838 33.4% 262,526
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.1009 1.0894 1.0517
R3 1.0829 1.0714 1.0468
R2 1.0649 1.0649 1.0451
R1 1.0534 1.0534 1.0435 1.0502
PP 1.0469 1.0469 1.0469 1.0453
S1 1.0354 1.0354 1.0402 1.0322
S2 1.0289 1.0289 1.0385
S3 1.0109 1.0174 1.0369
S4 0.9929 0.9994 1.0319
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 1.0585 1.0395 0.0190 1.8% 0.0133 1.3% 12% True False 97,418
10 1.0628 1.0395 0.0233 2.2% 0.0123 1.2% 10% False False 58,566
20 1.0628 1.0289 0.0339 3.3% 0.0114 1.1% 38% False False 29,553
40 1.0806 1.0247 0.0559 5.4% 0.0114 1.1% 31% False False 14,861
60 1.0806 0.9822 0.0984 9.4% 0.0098 0.9% 61% False False 9,935
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.1350
2.618 1.1056
1.618 1.0876
1.000 1.0765
0.618 1.0696
HIGH 1.0585
0.618 1.0516
0.500 1.0495
0.382 1.0474
LOW 1.0405
0.618 1.0294
1.000 1.0225
1.618 1.0114
2.618 0.9934
4.250 0.9640
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 1.0495 1.0490
PP 1.0469 1.0466
S1 1.0444 1.0442

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

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