CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 1.0607 1.0669 0.0062 0.6% 1.0372
High 1.0685 1.0682 -0.0003 0.0% 1.0685
Low 1.0569 1.0563 -0.0006 -0.1% 1.0281
Close 1.0682 1.0590 -0.0092 -0.9% 1.0682
Range 0.0116 0.0119 0.0003 2.6% 0.0404
ATR 0.0118 0.0118 0.0000 0.1% 0.0000
Volume 92,402 102,759 10,357 11.2% 533,879
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0969 1.0898 1.0655
R3 1.0850 1.0779 1.0623
R2 1.0731 1.0731 1.0612
R1 1.0660 1.0660 1.0601 1.0636
PP 1.0612 1.0612 1.0612 1.0600
S1 1.0541 1.0541 1.0579 1.0517
S2 1.0493 1.0493 1.0568
S3 1.0374 1.0422 1.0557
S4 1.0255 1.0303 1.0525
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1761 1.1626 1.0904
R3 1.1357 1.1222 1.0793
R2 1.0953 1.0953 1.0756
R1 1.0818 1.0818 1.0719 1.0886
PP 1.0549 1.0549 1.0549 1.0583
S1 1.0414 1.0414 1.0645 1.0482
S2 1.0145 1.0145 1.0608
S3 0.9741 1.0010 1.0571
S4 0.9337 0.9606 1.0460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0685 1.0328 0.0357 3.4% 0.0119 1.1% 73% False False 103,873
10 1.0685 1.0281 0.0404 3.8% 0.0111 1.1% 76% False False 106,374
20 1.0685 1.0281 0.0404 3.8% 0.0118 1.1% 76% False False 99,284
40 1.0700 1.0281 0.0419 4.0% 0.0117 1.1% 74% False False 50,338
60 1.0806 1.0189 0.0617 5.8% 0.0109 1.0% 65% False False 33,607
80 1.0806 0.9550 0.1256 11.9% 0.0101 1.0% 83% False False 25,222
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1188
2.618 1.0994
1.618 1.0875
1.000 1.0801
0.618 1.0756
HIGH 1.0682
0.618 1.0637
0.500 1.0623
0.382 1.0608
LOW 1.0563
0.618 1.0489
1.000 1.0444
1.618 1.0370
2.618 1.0251
4.250 1.0057
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 1.0623 1.0624
PP 1.0612 1.0613
S1 1.0601 1.0601

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

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