CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 1.0775 1.0772 -0.0003 0.0% 1.0559
High 1.0800 1.0894 0.0094 0.9% 1.0796
Low 1.0717 1.0747 0.0030 0.3% 1.0477
Close 1.0782 1.0886 0.0104 1.0% 1.0782
Range 0.0083 0.0147 0.0064 77.1% 0.0319
ATR 0.0110 0.0113 0.0003 2.4% 0.0000
Volume 77,275 88,673 11,398 14.7% 481,342
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1283 1.1232 1.0967
R3 1.1136 1.1085 1.0926
R2 1.0989 1.0989 1.0913
R1 1.0938 1.0938 1.0899 1.0964
PP 1.0842 1.0842 1.0842 1.0855
S1 1.0791 1.0791 1.0873 1.0817
S2 1.0695 1.0695 1.0859
S3 1.0548 1.0644 1.0846
S4 1.0401 1.0497 1.0805
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1642 1.1531 1.0957
R3 1.1323 1.1212 1.0870
R2 1.1004 1.1004 1.0840
R1 1.0893 1.0893 1.0811 1.0949
PP 1.0685 1.0685 1.0685 1.0713
S1 1.0574 1.0574 1.0753 1.0630
S2 1.0366 1.0366 1.0724
S3 1.0047 1.0255 1.0694
S4 0.9728 0.9936 1.0607
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0894 1.0615 0.0279 2.6% 0.0099 0.9% 97% True False 88,742
10 1.0894 1.0477 0.0417 3.8% 0.0115 1.1% 98% True False 101,467
20 1.0894 1.0328 0.0566 5.2% 0.0113 1.0% 99% True False 105,525
40 1.0894 1.0281 0.0613 5.6% 0.0116 1.1% 99% True False 90,019
60 1.0894 1.0281 0.0613 5.6% 0.0117 1.1% 99% True False 60,100
80 1.0894 1.0102 0.0792 7.3% 0.0107 1.0% 99% True False 45,101
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1519
2.618 1.1279
1.618 1.1132
1.000 1.1041
0.618 1.0985
HIGH 1.0894
0.618 1.0838
0.500 1.0821
0.382 1.0803
LOW 1.0747
0.618 1.0656
1.000 1.0600
1.618 1.0509
2.618 1.0362
4.250 1.0122
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 1.0864 1.0859
PP 1.0842 1.0832
S1 1.0821 1.0806

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

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