CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 1.0568 1.0504 -0.0064 -0.6% 1.0669
High 1.0572 1.0688 0.0116 1.1% 1.0693
Low 1.0435 1.0492 0.0057 0.5% 1.0553
Close 1.0539 1.0665 0.0126 1.2% 1.0647
Range 0.0137 0.0196 0.0059 43.1% 0.0140
ATR 0.0114 0.0120 0.0006 5.2% 0.0000
Volume 167,467 135,893 -31,574 -18.9% 403,594
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1203 1.1130 1.0773
R3 1.1007 1.0934 1.0719
R2 1.0811 1.0811 1.0701
R1 1.0738 1.0738 1.0683 1.0775
PP 1.0615 1.0615 1.0615 1.0633
S1 1.0542 1.0542 1.0647 1.0579
S2 1.0419 1.0419 1.0629
S3 1.0223 1.0346 1.0611
S4 1.0027 1.0150 1.0557
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1051 1.0989 1.0724
R3 1.0911 1.0849 1.0686
R2 1.0771 1.0771 1.0673
R1 1.0709 1.0709 1.0660 1.0670
PP 1.0631 1.0631 1.0631 1.0612
S1 1.0569 1.0569 1.0634 1.0530
S2 1.0491 1.0491 1.0621
S3 1.0351 1.0429 1.0609
S4 1.0211 1.0289 1.0570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0693 1.0435 0.0258 2.4% 0.0126 1.2% 89% False False 124,022
10 1.0693 1.0412 0.0281 2.6% 0.0119 1.1% 90% False False 113,689
20 1.0693 1.0281 0.0412 3.9% 0.0118 1.1% 93% False False 113,436
40 1.0693 1.0281 0.0412 3.9% 0.0114 1.1% 93% False False 68,119
60 1.0806 1.0247 0.0559 5.2% 0.0114 1.1% 75% False False 45,470
80 1.0806 0.9760 0.1046 9.8% 0.0102 1.0% 87% False False 34,122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 1.1521
2.618 1.1201
1.618 1.1005
1.000 1.0884
0.618 1.0809
HIGH 1.0688
0.618 1.0613
0.500 1.0590
0.382 1.0567
LOW 1.0492
0.618 1.0371
1.000 1.0296
1.618 1.0175
2.618 0.9979
4.250 0.9659
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 1.0640 1.0631
PP 1.0615 1.0596
S1 1.0590 1.0562

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

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