CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 1.0483 1.0460 -0.0023 -0.2% 1.0407
High 1.0496 1.0501 0.0005 0.0% 1.0585
Low 1.0377 1.0414 0.0037 0.4% 1.0355
Close 1.0454 1.0492 0.0038 0.4% 1.0492
Range 0.0119 0.0087 -0.0032 -26.9% 0.0230
ATR 0.0122 0.0119 -0.0002 -2.0% 0.0000
Volume 87,623 79,149 -8,474 -9.7% 589,250
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0730 1.0698 1.0540
R3 1.0643 1.0611 1.0516
R2 1.0556 1.0556 1.0508
R1 1.0524 1.0524 1.0500 1.0540
PP 1.0469 1.0469 1.0469 1.0477
S1 1.0437 1.0437 1.0484 1.0453
S2 1.0382 1.0382 1.0476
S3 1.0295 1.0350 1.0468
S4 1.0208 1.0263 1.0444
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% 0.0126 1.2% 60% False False 114,352
10 1.0594 1.0355 0.0239 2.3% 0.0126 1.2% 57% False False 96,313
20 1.0628 1.0289 0.0339 3.2% 0.0118 1.1% 60% False False 51,340
40 1.0806 1.0289 0.0517 4.9% 0.0118 1.1% 39% False False 25,768
60 1.0806 1.0012 0.0794 7.6% 0.0101 1.0% 60% False False 17,208
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0871
2.618 1.0729
1.618 1.0642
1.000 1.0588
0.618 1.0555
HIGH 1.0501
0.618 1.0468
0.500 1.0458
0.382 1.0447
LOW 1.0414
0.618 1.0360
1.000 1.0327
1.618 1.0273
2.618 1.0186
4.250 1.0044
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 1.0481 1.0476
PP 1.0469 1.0461
S1 1.0458 1.0445

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

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