CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 1.0440 1.0444 0.0004 0.0% 1.0407
High 1.0466 1.0513 0.0047 0.4% 1.0585
Low 1.0355 1.0382 0.0027 0.3% 1.0355
Close 1.0382 1.0492 0.0110 1.1% 1.0492
Range 0.0111 0.0131 0.0020 18.0% 0.0230
ATR 0.0121 0.0122 0.0001 0.6% 0.0000
Volume 160,633 109,280 -51,353 -32.0% 589,250
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0855 1.0805 1.0564
R3 1.0724 1.0674 1.0528
R2 1.0593 1.0593 1.0516
R1 1.0543 1.0543 1.0504 1.0568
PP 1.0462 1.0462 1.0462 1.0475
S1 1.0412 1.0412 1.0480 1.0437
S2 1.0331 1.0331 1.0468
S3 1.0200 1.0281 1.0456
S4 1.0069 1.0150 1.0420
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.1167 1.1060 1.0619
R3 1.0937 1.0830 1.0555
R2 1.0707 1.0707 1.0534
R1 1.0600 1.0600 1.0513 1.0654
PP 1.0477 1.0477 1.0477 1.0504
S1 1.0370 1.0370 1.0471 1.0424
S2 1.0247 1.0247 1.0450
S3 1.0017 1.0140 1.0429
S4 0.9787 0.9910 1.0366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0585 1.0355 0.0230 2.2% 0.0136 1.3% 60% False False 117,850
10 1.0621 1.0355 0.0266 2.5% 0.0120 1.1% 52% False False 85,177
20 1.0628 1.0289 0.0339 3.2% 0.0120 1.1% 60% False False 43,021
40 1.0806 1.0289 0.0517 4.9% 0.0115 1.1% 39% False False 21,606
60 1.0806 0.9905 0.0901 8.6% 0.0100 1.0% 65% False False 14,431
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 0.0032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1070
2.618 1.0856
1.618 1.0725
1.000 1.0644
0.618 1.0594
HIGH 1.0513
0.618 1.0463
0.500 1.0448
0.382 1.0432
LOW 1.0382
0.618 1.0301
1.000 1.0251
1.618 1.0170
2.618 1.0039
4.250 0.9825
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 1.0477 1.0485
PP 1.0462 1.0477
S1 1.0448 1.0470

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

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