CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 1.0566 1.0505 -0.0061 -0.6% 1.0556
High 1.0568 1.0506 -0.0062 -0.6% 1.0568
Low 1.0503 1.0460 -0.0043 -0.4% 1.0446
Close 1.0530 1.0436 -0.0094 -0.9% 1.0530
Range 0.0065 0.0046 -0.0019 -29.2% 0.0122
ATR 0.0082 0.0081 -0.0001 -1.0% 0.0000
Volume 13 45 32 246.2% 212
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0605 1.0567 1.0461
R3 1.0559 1.0521 1.0449
R2 1.0513 1.0513 1.0444
R1 1.0475 1.0475 1.0440 1.0471
PP 1.0467 1.0467 1.0467 1.0466
S1 1.0429 1.0429 1.0432 1.0425
S2 1.0421 1.0421 1.0428
S3 1.0375 1.0383 1.0423
S4 1.0329 1.0337 1.0411
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0881 1.0827 1.0597
R3 1.0759 1.0705 1.0564
R2 1.0637 1.0637 1.0552
R1 1.0583 1.0583 1.0541 1.0549
PP 1.0515 1.0515 1.0515 1.0498
S1 1.0461 1.0461 1.0519 1.0427
S2 1.0393 1.0393 1.0508
S3 1.0271 1.0339 1.0496
S4 1.0149 1.0217 1.0463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0568 1.0446 0.0122 1.2% 0.0060 0.6% -8% False False 51
10 1.0568 1.0189 0.0379 3.6% 0.0071 0.7% 65% False False 92
20 1.0568 1.0189 0.0379 3.6% 0.0076 0.7% 65% False False 81
40 1.0568 1.0189 0.0379 3.6% 0.0041 0.4% 65% False False 44
60 1.0651 1.0189 0.0462 4.4% 0.0029 0.3% 53% False False 31
80 1.0651 0.9483 0.1168 11.2% 0.0022 0.2% 82% False False 24
100 1.0651 0.9483 0.1168 11.2% 0.0018 0.2% 82% False False 19
Crabel Price Patterns
NR True
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0702
2.618 1.0626
1.618 1.0580
1.000 1.0552
0.618 1.0534
HIGH 1.0506
0.618 1.0488
0.500 1.0483
0.382 1.0478
LOW 1.0460
0.618 1.0432
1.000 1.0414
1.618 1.0386
2.618 1.0340
4.250 1.0265
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 1.0483 1.0514
PP 1.0467 1.0488
S1 1.0452 1.0462

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

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