CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 1.0506 1.0455 -0.0051 -0.5% 1.0505
High 1.0506 1.0455 -0.0051 -0.5% 1.0580
Low 1.0427 1.0378 -0.0049 -0.5% 1.0330
Close 1.0428 1.0405 -0.0023 -0.2% 1.0428
Range 0.0079 0.0077 -0.0002 -2.5% 0.0250
ATR 0.0085 0.0085 -0.0001 -0.7% 0.0000
Volume 183 146 -37 -20.2% 374
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0644 1.0601 1.0447
R3 1.0567 1.0524 1.0426
R2 1.0490 1.0490 1.0419
R1 1.0447 1.0447 1.0412 1.0430
PP 1.0413 1.0413 1.0413 1.0404
S1 1.0370 1.0370 1.0398 1.0353
S2 1.0336 1.0336 1.0391
S3 1.0259 1.0293 1.0384
S4 1.0182 1.0216 1.0363
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1196 1.1062 1.0566
R3 1.0946 1.0812 1.0497
R2 1.0696 1.0696 1.0474
R1 1.0562 1.0562 1.0451 1.0504
PP 1.0446 1.0446 1.0446 1.0417
S1 1.0312 1.0312 1.0405 1.0254
S2 1.0196 1.0196 1.0382
S3 0.9946 1.0062 1.0359
S4 0.9696 0.9812 1.0291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0580 1.0330 0.0250 2.4% 0.0093 0.9% 30% False False 95
10 1.0580 1.0330 0.0250 2.4% 0.0077 0.7% 30% False False 73
20 1.0580 1.0189 0.0391 3.8% 0.0077 0.7% 55% False False 86
40 1.0580 1.0189 0.0391 3.8% 0.0053 0.5% 55% False False 54
60 1.0651 1.0189 0.0462 4.4% 0.0036 0.3% 47% False False 39
80 1.0651 0.9815 0.0836 8.0% 0.0028 0.3% 71% False False 30
100 1.0651 0.9483 0.1168 11.2% 0.0022 0.2% 79% False False 24
120 1.0651 0.9483 0.1168 11.2% 0.0019 0.2% 79% False False 21
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 1.0782
2.618 1.0657
1.618 1.0580
1.000 1.0532
0.618 1.0503
HIGH 1.0455
0.618 1.0426
0.500 1.0417
0.382 1.0407
LOW 1.0378
0.618 1.0330
1.000 1.0301
1.618 1.0253
2.618 1.0176
4.250 1.0051
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 1.0417 1.0479
PP 1.0413 1.0454
S1 1.0409 1.0430

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

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