CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 1.0189 1.0270 0.0081 0.8% 1.0304
High 1.0228 1.0320 0.0092 0.9% 1.0402
Low 1.0189 1.0270 0.0081 0.8% 1.0240
Close 1.0205 1.0316 0.0111 1.1% 1.0267
Range 0.0039 0.0050 0.0011 28.2% 0.0162
ATR 0.0073 0.0076 0.0003 4.1% 0.0000
Volume 131 26 -105 -80.2% 339
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0452 1.0434 1.0344
R3 1.0402 1.0384 1.0330
R2 1.0352 1.0352 1.0325
R1 1.0334 1.0334 1.0321 1.0343
PP 1.0302 1.0302 1.0302 1.0307
S1 1.0284 1.0284 1.0311 1.0293
S2 1.0252 1.0252 1.0307
S3 1.0202 1.0234 1.0302
S4 1.0152 1.0184 1.0289
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0789 1.0690 1.0356
R3 1.0627 1.0528 1.0312
R2 1.0465 1.0465 1.0297
R1 1.0366 1.0366 1.0282 1.0335
PP 1.0303 1.0303 1.0303 1.0287
S1 1.0204 1.0204 1.0252 1.0173
S2 1.0141 1.0141 1.0237
S3 0.9979 1.0042 1.0222
S4 0.9817 0.9880 1.0178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0402 1.0189 0.0213 2.1% 0.0064 0.6% 60% False False 67
10 1.0437 1.0189 0.0248 2.4% 0.0077 0.7% 51% False False 84
20 1.0485 1.0189 0.0296 2.9% 0.0051 0.5% 43% False False 44
40 1.0595 1.0189 0.0406 3.9% 0.0027 0.3% 31% False False 27
60 1.0651 1.0015 0.0636 6.2% 0.0018 0.2% 47% False False 19
80 1.0651 0.9483 0.1168 11.3% 0.0015 0.1% 71% False False 15
100 1.0651 0.9483 0.1168 11.3% 0.0012 0.1% 71% False False 13
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0533
2.618 1.0451
1.618 1.0401
1.000 1.0370
0.618 1.0351
HIGH 1.0320
0.618 1.0301
0.500 1.0295
0.382 1.0289
LOW 1.0270
0.618 1.0239
1.000 1.0220
1.618 1.0189
2.618 1.0139
4.250 1.0058
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 1.0309 1.0299
PP 1.0302 1.0281
S1 1.0295 1.0264

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

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