CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 1.0360 1.0290 -0.0070 -0.7% 1.0470
High 1.0360 1.0293 -0.0067 -0.6% 1.0485
Low 1.0360 1.0290 -0.0070 -0.7% 1.0348
Close 1.0316 1.0364 0.0048 0.5% 1.0316
Range 0.0000 0.0003 0.0003 0.0137
ATR 0.0053 0.0051 -0.0002 -3.6% 0.0000
Volume 2 3 1 50.0% 22
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0325 1.0347 1.0366
R3 1.0322 1.0344 1.0365
R2 1.0319 1.0319 1.0365
R1 1.0341 1.0341 1.0364 1.0330
PP 1.0316 1.0316 1.0316 1.0310
S1 1.0338 1.0338 1.0364 1.0327
S2 1.0313 1.0313 1.0363
S3 1.0310 1.0335 1.0363
S4 1.0307 1.0332 1.0362
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 1.0462 1.0290 0.0172 1.7% 0.0006 0.1% 43% False True 3
10 1.0485 1.0290 0.0195 1.9% 0.0012 0.1% 38% False True 4
20 1.0485 1.0200 0.0285 2.7% 0.0006 0.1% 58% False False 7
40 1.0651 1.0190 0.0461 4.4% 0.0005 0.0% 38% False False 6
60 1.0651 0.9631 0.1020 9.8% 0.0004 0.0% 72% False False 5
80 1.0651 0.9483 0.1168 11.3% 0.0003 0.0% 75% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0306
2.618 1.0301
1.618 1.0298
1.000 1.0296
0.618 1.0295
HIGH 1.0293
0.618 1.0292
0.500 1.0292
0.382 1.0291
LOW 1.0290
0.618 1.0288
1.000 1.0287
1.618 1.0285
2.618 1.0282
4.250 1.0277
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 1.0340 1.0354
PP 1.0316 1.0344
S1 1.0292 1.0334

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

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