CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 1.0719 1.0708 -0.0011 -0.1% 1.0775
High 1.0724 1.0720 -0.0004 0.0% 1.1005
Low 1.0616 1.0398 -0.0218 -2.1% 1.0717
Close 1.0674 1.0438 -0.0236 -2.2% 1.0931
Range 0.0108 0.0322 0.0214 198.1% 0.0288
ATR 0.0124 0.0138 0.0014 11.4% 0.0000
Volume 170,208 205,090 34,882 20.5% 489,345
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.1485 1.1283 1.0615
R3 1.1163 1.0961 1.0527
R2 1.0841 1.0841 1.0497
R1 1.0639 1.0639 1.0468 1.0579
PP 1.0519 1.0519 1.0519 1.0489
S1 1.0317 1.0317 1.0408 1.0257
S2 1.0197 1.0197 1.0379
S3 0.9875 0.9995 1.0349
S4 0.9553 0.9673 1.0261
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 1.0996 1.0398 0.0598 5.7% 0.0182 1.7% 7% False True 149,973
10 1.1005 1.0398 0.0607 5.8% 0.0144 1.4% 7% False True 119,370
20 1.1005 1.0398 0.0607 5.8% 0.0132 1.3% 7% False True 117,601
40 1.1005 1.0281 0.0724 6.9% 0.0124 1.2% 22% False False 111,245
60 1.1005 1.0281 0.0724 6.9% 0.0122 1.2% 22% False False 75,910
80 1.1005 1.0189 0.0816 7.8% 0.0115 1.1% 31% False False 56,970
100 1.1005 0.9550 0.1455 13.9% 0.0108 1.0% 61% False False 45,591
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 0.0027
Widest range in 103 trading days
Fibonacci Retracements and Extensions
4.250 1.2089
2.618 1.1563
1.618 1.1241
1.000 1.1042
0.618 1.0919
HIGH 1.0720
0.618 1.0597
0.500 1.0559
0.382 1.0521
LOW 1.0398
0.618 1.0199
1.000 1.0076
1.618 0.9877
2.618 0.9555
4.250 0.9030
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 1.0559 1.0669
PP 1.0519 1.0592
S1 1.0478 1.0515

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

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