CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 1.0596 1.0272 -0.0324 -3.1% 1.0829
High 1.0600 1.0361 -0.0239 -2.3% 1.0866
Low 1.0300 1.0222 -0.0078 -0.8% 1.0222
Close 1.0325 1.0311 -0.0014 -0.1% 1.0311
Range 0.0300 0.0139 -0.0161 -53.7% 0.0644
ATR 0.0114 0.0116 0.0002 1.6% 0.0000
Volume 79 189 110 139.2% 961
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0715 1.0652 1.0387
R3 1.0576 1.0513 1.0349
R2 1.0437 1.0437 1.0336
R1 1.0374 1.0374 1.0324 1.0406
PP 1.0298 1.0298 1.0298 1.0314
S1 1.0235 1.0235 1.0298 1.0267
S2 1.0159 1.0159 1.0286
S3 1.0020 1.0096 1.0273
S4 0.9881 0.9957 1.0235
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.2398 1.1999 1.0665
R3 1.1754 1.1355 1.0488
R2 1.1110 1.1110 1.0429
R1 1.0711 1.0711 1.0370 1.0589
PP 1.0466 1.0466 1.0466 1.0405
S1 1.0067 1.0067 1.0252 0.9945
S2 0.9822 0.9822 1.0193
S3 0.9178 0.9423 1.0134
S4 0.8534 0.8779 0.9957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0866 1.0222 0.0644 6.2% 0.0165 1.6% 14% False True 192
10 1.0875 1.0222 0.0653 6.3% 0.0134 1.3% 14% False True 130
20 1.0875 1.0222 0.0653 6.3% 0.0109 1.1% 14% False True 111
40 1.0875 1.0189 0.0686 6.7% 0.0091 0.9% 18% False False 95
60 1.0875 1.0189 0.0686 6.7% 0.0063 0.6% 18% False False 66
80 1.0875 1.0170 0.0705 6.8% 0.0048 0.5% 20% False False 51
100 1.0875 0.9483 0.1392 13.5% 0.0039 0.4% 59% False False 41
120 1.0875 0.9483 0.1392 13.5% 0.0033 0.3% 59% False False 34
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0952
2.618 1.0725
1.618 1.0586
1.000 1.0500
0.618 1.0447
HIGH 1.0361
0.618 1.0308
0.500 1.0292
0.382 1.0275
LOW 1.0222
0.618 1.0136
1.000 1.0083
1.618 0.9997
2.618 0.9858
4.250 0.9631
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 1.0305 1.0411
PP 1.0298 1.0378
S1 1.0292 1.0344

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

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