CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 1.0341 1.0114 -0.0227 -2.2% 1.0926
High 1.0343 1.0312 -0.0031 -0.3% 1.0996
Low 1.0117 1.0063 -0.0054 -0.5% 1.0319
Close 1.0207 1.0257 0.0050 0.5% 1.0413
Range 0.0226 0.0249 0.0023 10.2% 0.0677
ATR 0.0182 0.0187 0.0005 2.6% 0.0000
Volume 204,710 207,490 2,780 1.4% 876,421
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0958 1.0856 1.0394
R3 1.0709 1.0607 1.0325
R2 1.0460 1.0460 1.0303
R1 1.0358 1.0358 1.0280 1.0409
PP 1.0211 1.0211 1.0211 1.0236
S1 1.0109 1.0109 1.0234 1.0160
S2 0.9962 0.9962 1.0211
S3 0.9713 0.9860 1.0189
S4 0.9464 0.9611 1.0120
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.2607 1.2187 1.0785
R3 1.1930 1.1510 1.0599
R2 1.1253 1.1253 1.0537
R1 1.0833 1.0833 1.0475 1.0705
PP 1.0576 1.0576 1.0576 1.0512
S1 1.0156 1.0156 1.0351 1.0028
S2 0.9899 0.9899 1.0289
S3 0.9222 0.9479 1.0227
S4 0.8545 0.8802 1.0041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0471 0.9871 0.0600 5.8% 0.0274 2.7% 64% False False 233,616
10 1.0996 0.9871 0.1125 11.0% 0.0228 2.2% 34% False False 191,794
20 1.1005 0.9871 0.1134 11.1% 0.0169 1.6% 34% False False 143,773
40 1.1005 0.9871 0.1134 11.1% 0.0142 1.4% 34% False False 128,270
60 1.1005 0.9871 0.1134 11.1% 0.0132 1.3% 34% False False 95,364
80 1.1005 0.9871 0.1134 11.1% 0.0128 1.2% 34% False False 71,566
100 1.1005 0.9822 0.1183 11.5% 0.0116 1.1% 37% False False 57,269
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 0.0048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1370
2.618 1.0964
1.618 1.0715
1.000 1.0561
0.618 1.0466
HIGH 1.0312
0.618 1.0217
0.500 1.0188
0.382 1.0158
LOW 1.0063
0.618 0.9909
1.000 0.9814
1.618 0.9660
2.618 0.9411
4.250 0.9005
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 1.0234 1.0207
PP 1.0211 1.0157
S1 1.0188 1.0107

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

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