CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 1.0328 1.0290 -0.0038 -0.4% 1.0290
High 1.0348 1.0374 0.0026 0.3% 1.0450
Low 1.0247 1.0290 0.0043 0.4% 1.0247
Close 1.0266 1.0373 0.0107 1.0% 1.0373
Range 0.0101 0.0084 -0.0017 -16.8% 0.0203
ATR 0.0066 0.0069 0.0003 4.6% 0.0000
Volume 161 135 -26 -16.1% 363
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0598 1.0569 1.0419
R3 1.0514 1.0485 1.0396
R2 1.0430 1.0430 1.0388
R1 1.0401 1.0401 1.0381 1.0416
PP 1.0346 1.0346 1.0346 1.0353
S1 1.0317 1.0317 1.0365 1.0332
S2 1.0262 1.0262 1.0358
S3 1.0178 1.0233 1.0350
S4 1.0094 1.0149 1.0327
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0966 1.0872 1.0485
R3 1.0763 1.0669 1.0429
R2 1.0560 1.0560 1.0410
R1 1.0466 1.0466 1.0392 1.0513
PP 1.0357 1.0357 1.0357 1.0380
S1 1.0263 1.0263 1.0354 1.0310
S2 1.0154 1.0154 1.0336
S3 0.9951 1.0060 1.0317
S4 0.9748 0.9857 1.0261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0450 1.0247 0.0203 2.0% 0.0092 0.9% 62% False False 72
10 1.0485 1.0247 0.0238 2.3% 0.0050 0.5% 53% False False 38
20 1.0485 1.0200 0.0285 2.7% 0.0029 0.3% 61% False False 22
40 1.0651 1.0200 0.0451 4.3% 0.0016 0.2% 38% False False 15
60 1.0651 0.9815 0.0836 8.1% 0.0012 0.1% 67% False False 11
80 1.0651 0.9483 0.1168 11.3% 0.0009 0.1% 76% False False 9
100 1.0651 0.9483 0.1168 11.3% 0.0007 0.1% 76% False False 8
Crabel Price Patterns
NR True
NR4 True
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0731
2.618 1.0594
1.618 1.0510
1.000 1.0458
0.618 1.0426
HIGH 1.0374
0.618 1.0342
0.500 1.0332
0.382 1.0322
LOW 1.0290
0.618 1.0238
1.000 1.0206
1.618 1.0154
2.618 1.0070
4.250 0.9933
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 1.0359 1.0363
PP 1.0346 1.0352
S1 1.0332 1.0342

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

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