CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 1.0295 1.0200 -0.0095 -0.9% 1.0299
High 1.0295 1.0200 -0.0095 -0.9% 1.0408
Low 1.0295 1.0200 -0.0095 -0.9% 1.0299
Close 1.0279 1.0244 -0.0035 -0.3% 1.0408
Range
ATR 0.0063 0.0064 0.0001 1.8% 0.0000
Volume 12 3 -9 -75.0% 60
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 1.0215 1.0229 1.0244
R3 1.0215 1.0229 1.0244
R2 1.0215 1.0215 1.0244
R1 1.0229 1.0229 1.0244 1.0222
PP 1.0215 1.0215 1.0215 1.0211
S1 1.0229 1.0229 1.0244 1.0222
S2 1.0215 1.0215 1.0244
S3 1.0215 1.0229 1.0244
S4 1.0215 1.0229 1.0244
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.0699 1.0662 1.0468
R3 1.0590 1.0553 1.0438
R2 1.0481 1.0481 1.0428
R1 1.0444 1.0444 1.0418 1.0463
PP 1.0372 1.0372 1.0372 1.0381
S1 1.0335 1.0335 1.0398 1.0354
S2 1.0263 1.0263 1.0388
S3 1.0154 1.0226 1.0378
S4 1.0045 1.0117 1.0348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0408 1.0200 0.0208 2.0% 0.0000 0.0% 21% False True 10
10 1.0408 1.0200 0.0208 2.0% 0.0000 0.0% 21% False True 11
20 1.0651 1.0200 0.0451 4.4% 0.0004 0.0% 10% False True 10
40 1.0651 0.9996 0.0655 6.4% 0.0002 0.0% 38% False False 6
60 1.0651 0.9483 0.1168 11.4% 0.0002 0.0% 65% False False 5
80 1.0651 0.9483 0.1168 11.4% 0.0002 0.0% 65% 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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0200
2.618 1.0200
1.618 1.0200
1.000 1.0200
0.618 1.0200
HIGH 1.0200
0.618 1.0200
0.500 1.0200
0.382 1.0200
LOW 1.0200
0.618 1.0200
1.000 1.0200
1.618 1.0200
2.618 1.0200
4.250 1.0200
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 1.0229 1.0248
PP 1.0215 1.0246
S1 1.0200 1.0245

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

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