CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 1.0378 1.0360 -0.0018 -0.2% 1.0470
High 1.0378 1.0360 -0.0018 -0.2% 1.0485
Low 1.0378 1.0360 -0.0018 -0.2% 1.0348
Close 1.0389 1.0316 -0.0073 -0.7% 1.0316
Range
ATR 0.0054 0.0053 -0.0002 -3.3% 0.0000
Volume 9 2 -7 -77.8% 22
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0345 1.0331 1.0316
R3 1.0345 1.0331 1.0316
R2 1.0345 1.0345 1.0316
R1 1.0331 1.0331 1.0316 1.0338
PP 1.0345 1.0345 1.0345 1.0349
S1 1.0331 1.0331 1.0316 1.0338
S2 1.0345 1.0345 1.0316
S3 1.0345 1.0331 1.0316
S4 1.0345 1.0331 1.0316
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0794 1.0692 1.0391
R3 1.0657 1.0555 1.0354
R2 1.0520 1.0520 1.0341
R1 1.0418 1.0418 1.0329 1.0401
PP 1.0383 1.0383 1.0383 1.0374
S1 1.0281 1.0281 1.0303 1.0264
S2 1.0246 1.0246 1.0291
S3 1.0109 1.0144 1.0278
S4 0.9972 1.0007 1.0241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0485 1.0348 0.0137 1.3% 0.0009 0.1% -23% False False 4
10 1.0485 1.0340 0.0145 1.4% 0.0012 0.1% -17% False False 5
20 1.0485 1.0200 0.0285 2.8% 0.0006 0.1% 41% False False 7
40 1.0651 1.0190 0.0461 4.5% 0.0005 0.0% 27% False False 6
60 1.0651 0.9483 0.1168 11.3% 0.0004 0.0% 71% False False 5
80 1.0651 0.9483 0.1168 11.3% 0.0003 0.0% 71% False False 4
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 1.0360
2.618 1.0360
1.618 1.0360
1.000 1.0360
0.618 1.0360
HIGH 1.0360
0.618 1.0360
0.500 1.0360
0.382 1.0360
LOW 1.0360
0.618 1.0360
1.000 1.0360
1.618 1.0360
2.618 1.0360
4.250 1.0360
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 1.0360 1.0363
PP 1.0345 1.0347
S1 1.0331 1.0332

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

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