CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 1.0321 1.0372 0.0051 0.5% 1.0454
High 1.0321 1.0372 0.0051 0.5% 1.0515
Low 1.0321 1.0372 0.0051 0.5% 1.0285
Close 1.0321 1.0372 0.0051 0.5% 1.0285
Range
ATR 0.0059 0.0058 -0.0001 -0.9% 0.0000
Volume 12 12 0 0.0% 60
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 1.0372 1.0372 1.0372
R3 1.0372 1.0372 1.0372
R2 1.0372 1.0372 1.0372
R1 1.0372 1.0372 1.0372 1.0372
PP 1.0372 1.0372 1.0372 1.0372
S1 1.0372 1.0372 1.0372 1.0372
S2 1.0372 1.0372 1.0372
S3 1.0372 1.0372 1.0372
S4 1.0372 1.0372 1.0372
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.1052 1.0898 1.0412
R3 1.0822 1.0668 1.0348
R2 1.0592 1.0592 1.0327
R1 1.0438 1.0438 1.0306 1.0400
PP 1.0362 1.0362 1.0362 1.0343
S1 1.0208 1.0208 1.0264 1.0170
S2 1.0132 1.0132 1.0243
S3 0.9902 0.9978 1.0222
S4 0.9672 0.9748 1.0159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0372 1.0285 0.0087 0.8% 0.0000 0.0% 100% True False 12
10 1.0515 1.0285 0.0230 2.2% 0.0006 0.1% 38% False False 12
20 1.0651 1.0274 0.0377 3.6% 0.0004 0.0% 26% False False 8
40 1.0651 0.9815 0.0836 8.1% 0.0003 0.0% 67% False False 5
60 1.0651 0.9483 0.1168 11.3% 0.0002 0.0% 76% False False 4
80 1.0651 0.9483 0.1168 11.3% 0.0002 0.0% 76% False False 5
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.0372
2.618 1.0372
1.618 1.0372
1.000 1.0372
0.618 1.0372
HIGH 1.0372
0.618 1.0372
0.500 1.0372
0.382 1.0372
LOW 1.0372
0.618 1.0372
1.000 1.0372
1.618 1.0372
2.618 1.0372
4.250 1.0372
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 1.0372 1.0364
PP 1.0372 1.0355
S1 1.0372 1.0347

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

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