CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 1.0797 1.0600 -0.0197 -1.8% 1.0630
High 1.0797 1.0600 -0.0197 -1.8% 1.0875
Low 1.0620 1.0515 -0.0105 -1.0% 1.0610
Close 1.0631 1.0561 -0.0070 -0.7% 1.0808
Range 0.0177 0.0085 -0.0092 -52.0% 0.0265
ATR 0.0098 0.0100 0.0001 1.3% 0.0000
Volume 229 309 80 34.9% 339
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0814 1.0772 1.0608
R3 1.0729 1.0687 1.0584
R2 1.0644 1.0644 1.0577
R1 1.0602 1.0602 1.0569 1.0581
PP 1.0559 1.0559 1.0559 1.0548
S1 1.0517 1.0517 1.0553 1.0496
S2 1.0474 1.0474 1.0545
S3 1.0389 1.0432 1.0538
S4 1.0304 1.0347 1.0514
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1559 1.1449 1.0954
R3 1.1294 1.1184 1.0881
R2 1.1029 1.1029 1.0857
R1 1.0919 1.0919 1.0832 1.0974
PP 1.0764 1.0764 1.0764 1.0792
S1 1.0654 1.0654 1.0784 1.0709
S2 1.0499 1.0499 1.0759
S3 1.0234 1.0389 1.0735
S4 0.9969 1.0124 1.0662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0875 1.0515 0.0360 3.4% 0.0115 1.1% 13% False True 175
10 1.0875 1.0515 0.0360 3.4% 0.0107 1.0% 13% False True 112
20 1.0875 1.0330 0.0545 5.2% 0.0091 0.9% 42% False False 99
40 1.0875 1.0189 0.0686 6.5% 0.0081 0.8% 54% False False 89
60 1.0875 1.0189 0.0686 6.5% 0.0056 0.5% 54% False False 62
80 1.0875 1.0145 0.0730 6.9% 0.0043 0.4% 57% False False 47
100 1.0875 0.9483 0.1392 13.2% 0.0035 0.3% 77% False False 38
120 1.0875 0.9483 0.1392 13.2% 0.0029 0.3% 77% False False 33
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0961
2.618 1.0823
1.618 1.0738
1.000 1.0685
0.618 1.0653
HIGH 1.0600
0.618 1.0568
0.500 1.0558
0.382 1.0547
LOW 1.0515
0.618 1.0462
1.000 1.0430
1.618 1.0377
2.618 1.0292
4.250 1.0154
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 1.0560 1.0691
PP 1.0559 1.0647
S1 1.0558 1.0604

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

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