CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 1.0630 1.0630 0.0000 0.0% 1.0455
High 1.0678 1.0772 0.0094 0.9% 1.0673
Low 1.0610 1.0630 0.0020 0.2% 1.0378
Close 1.0664 1.0765 0.0101 0.9% 1.0663
Range 0.0068 0.0142 0.0074 108.8% 0.0295
ATR 0.0083 0.0087 0.0004 5.0% 0.0000
Volume 92 20 -72 -78.3% 564
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1148 1.1099 1.0843
R3 1.1006 1.0957 1.0804
R2 1.0864 1.0864 1.0791
R1 1.0815 1.0815 1.0778 1.0840
PP 1.0722 1.0722 1.0722 1.0735
S1 1.0673 1.0673 1.0752 1.0698
S2 1.0580 1.0580 1.0739
S3 1.0438 1.0531 1.0726
S4 1.0296 1.0389 1.0687
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1456 1.1355 1.0825
R3 1.1161 1.1060 1.0744
R2 1.0866 1.0866 1.0717
R1 1.0765 1.0765 1.0690 1.0816
PP 1.0571 1.0571 1.0571 1.0597
S1 1.0470 1.0470 1.0636 1.0521
S2 1.0276 1.0276 1.0609
S3 0.9981 1.0175 1.0582
S4 0.9686 0.9880 1.0501
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0772 1.0520 0.0252 2.3% 0.0083 0.8% 97% True False 67
10 1.0772 1.0378 0.0394 3.7% 0.0090 0.8% 98% True False 98
20 1.0772 1.0270 0.0502 4.7% 0.0084 0.8% 99% True False 89
40 1.0772 1.0189 0.0583 5.4% 0.0066 0.6% 99% True False 66
60 1.0772 1.0189 0.0583 5.4% 0.0045 0.4% 99% True False 48
80 1.0772 1.0015 0.0757 7.0% 0.0034 0.3% 99% True False 36
100 1.0772 0.9483 0.1289 12.0% 0.0028 0.3% 99% True False 29
120 1.0772 0.9483 0.1289 12.0% 0.0023 0.2% 99% True False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1376
2.618 1.1144
1.618 1.1002
1.000 1.0914
0.618 1.0860
HIGH 1.0772
0.618 1.0718
0.500 1.0701
0.382 1.0684
LOW 1.0630
0.618 1.0542
1.000 1.0488
1.618 1.0400
2.618 1.0258
4.250 1.0027
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 1.0744 1.0740
PP 1.0722 1.0716
S1 1.0701 1.0691

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

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