CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 1.0585 1.0439 -0.0146 -1.4% 1.0407
High 1.0595 1.0439 -0.0156 -1.5% 1.0651
Low 1.0580 1.0439 -0.0141 -1.3% 1.0407
Close 1.0522 1.0439 -0.0083 -0.8% 1.0651
Range 0.0015 0.0000 -0.0015 -100.0% 0.0244
ATR 0.0048 0.0051 0.0002 5.1% 0.0000
Volume 1 25 24 2,400.0% 5
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 1.0439 1.0439 1.0439
R3 1.0439 1.0439 1.0439
R2 1.0439 1.0439 1.0439
R1 1.0439 1.0439 1.0439 1.0439
PP 1.0439 1.0439 1.0439 1.0439
S1 1.0439 1.0439 1.0439 1.0439
S2 1.0439 1.0439 1.0439
S3 1.0439 1.0439 1.0439
S4 1.0439 1.0439 1.0439
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1302 1.1220 1.0785
R3 1.1058 1.0976 1.0718
R2 1.0814 1.0814 1.0696
R1 1.0732 1.0732 1.0673 1.0773
PP 1.0570 1.0570 1.0570 1.0590
S1 1.0488 1.0488 1.0629 1.0529
S2 1.0326 1.0326 1.0606
S3 1.0082 1.0244 1.0584
S4 0.9838 1.0000 1.0517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0651 1.0439 0.0212 2.0% 0.0003 0.0% 0% False True 5
10 1.0651 1.0354 0.0297 2.8% 0.0002 0.0% 29% False False 3
20 1.0651 1.0109 0.0542 5.2% 0.0001 0.0% 61% False False 3
40 1.0651 0.9483 0.1168 11.2% 0.0002 0.0% 82% False False 2
60 1.0651 0.9483 0.1168 11.2% 0.0001 0.0% 82% False False 4
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0439
2.618 1.0439
1.618 1.0439
1.000 1.0439
0.618 1.0439
HIGH 1.0439
0.618 1.0439
0.500 1.0439
0.382 1.0439
LOW 1.0439
0.618 1.0439
1.000 1.0439
1.618 1.0439
2.618 1.0439
4.250 1.0439
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 1.0439 1.0539
PP 1.0439 1.0505
S1 1.0439 1.0472

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

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