CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 0.9665 0.9744 0.0079 0.8% 0.9735
High 0.9665 0.9744 0.0079 0.8% 0.9753
Low 0.9665 0.9744 0.0079 0.8% 0.9634
Close 0.9665 0.9744 0.0079 0.8% 0.9634
Range
ATR 0.0039 0.0042 0.0003 7.2% 0.0000
Volume 1 1 0 0.0% 123
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 0.9744 0.9744 0.9744
R3 0.9744 0.9744 0.9744
R2 0.9744 0.9744 0.9744
R1 0.9744 0.9744 0.9744 0.9744
PP 0.9744 0.9744 0.9744 0.9744
S1 0.9744 0.9744 0.9744 0.9744
S2 0.9744 0.9744 0.9744
S3 0.9744 0.9744 0.9744
S4 0.9744 0.9744 0.9744
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0031 0.9951 0.9699
R3 0.9912 0.9832 0.9667
R2 0.9793 0.9793 0.9656
R1 0.9713 0.9713 0.9645 0.9694
PP 0.9674 0.9674 0.9674 0.9664
S1 0.9594 0.9594 0.9623 0.9575
S2 0.9555 0.9555 0.9612
S3 0.9436 0.9475 0.9601
S4 0.9317 0.9356 0.9569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9744 0.9584 0.0160 1.6% 0.0000 0.0% 100% True False 12
10 0.9753 0.9584 0.0169 1.7% 0.0000 0.0% 95% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9744
2.618 0.9744
1.618 0.9744
1.000 0.9744
0.618 0.9744
HIGH 0.9744
0.618 0.9744
0.500 0.9744
0.382 0.9744
LOW 0.9744
0.618 0.9744
1.000 0.9744
1.618 0.9744
2.618 0.9744
4.250 0.9744
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 0.9744 0.9717
PP 0.9744 0.9691
S1 0.9744 0.9664

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

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