CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 1.0935 1.0926 -0.0009 -0.1% 1.0775
High 1.0952 1.0996 0.0044 0.4% 1.1005
Low 1.0842 1.0854 0.0012 0.1% 1.0717
Close 1.0931 1.0887 -0.0044 -0.4% 1.0931
Range 0.0110 0.0142 0.0032 29.1% 0.0288
ATR 0.0114 0.0116 0.0002 1.8% 0.0000
Volume 122,957 119,544 -3,413 -2.8% 489,345
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.1338 1.1255 1.0965
R3 1.1196 1.1113 1.0926
R2 1.1054 1.1054 1.0913
R1 1.0971 1.0971 1.0900 1.0942
PP 1.0912 1.0912 1.0912 1.0898
S1 1.0829 1.0829 1.0874 1.0800
S2 1.0770 1.0770 1.0861
S3 1.0628 1.0687 1.0848
S4 1.0486 1.0545 1.0809
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1748 1.1628 1.1089
R3 1.1460 1.1340 1.1010
R2 1.1172 1.1172 1.0984
R1 1.1052 1.1052 1.0957 1.1112
PP 1.0884 1.0884 1.0884 1.0915
S1 1.0764 1.0764 1.0905 1.0824
S2 1.0596 1.0596 1.0878
S3 1.0308 1.0476 1.0852
S4 1.0020 1.0188 1.0773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1005 1.0747 0.0258 2.4% 0.0129 1.2% 54% False False 106,322
10 1.1005 1.0516 0.0489 4.5% 0.0113 1.0% 76% False False 100,135
20 1.1005 1.0435 0.0570 5.2% 0.0114 1.0% 79% False False 106,842
40 1.1005 1.0281 0.0724 6.7% 0.0115 1.1% 84% False False 100,930
60 1.1005 1.0281 0.0724 6.7% 0.0118 1.1% 84% False False 67,464
80 1.1005 1.0189 0.0816 7.5% 0.0110 1.0% 86% False False 50,633
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 0.0029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1600
2.618 1.1368
1.618 1.1226
1.000 1.1138
0.618 1.1084
HIGH 1.0996
0.618 1.0942
0.500 1.0925
0.382 1.0908
LOW 1.0854
0.618 1.0766
1.000 1.0712
1.618 1.0624
2.618 1.0482
4.250 1.0251
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 1.0925 1.0924
PP 1.0912 1.0911
S1 1.0900 1.0899

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

View Archives - Comment on this page... - Back to Index of Symbols