CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 1.0316 1.0330 0.0014 0.1% 1.0276
High 1.0330 1.0444 0.0114 1.1% 1.0276
Low 1.0258 1.0330 0.0072 0.7% 0.9795
Close 1.0314 1.0410 0.0096 0.9% 1.0212
Range 0.0072 0.0114 0.0042 58.3% 0.0481
ATR 0.0152 0.0151 -0.0002 -1.1% 0.0000
Volume 77 119 42 54.5% 1,790
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0737 1.0687 1.0473
R3 1.0623 1.0573 1.0441
R2 1.0509 1.0509 1.0431
R1 1.0459 1.0459 1.0420 1.0484
PP 1.0395 1.0395 1.0395 1.0407
S1 1.0345 1.0345 1.0400 1.0370
S2 1.0281 1.0281 1.0389
S3 1.0167 1.0231 1.0379
S4 1.0053 1.0117 1.0347
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.1537 1.1356 1.0477
R3 1.1056 1.0875 1.0344
R2 1.0575 1.0575 1.0300
R1 1.0394 1.0394 1.0256 1.0244
PP 1.0094 1.0094 1.0094 1.0020
S1 0.9913 0.9913 1.0168 0.9763
S2 0.9613 0.9613 1.0124
S3 0.9132 0.9432 1.0080
S4 0.8651 0.8951 0.9947
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0444 0.9962 0.0482 4.6% 0.0124 1.2% 93% True False 116
10 1.0600 0.9795 0.0805 7.7% 0.0190 1.8% 76% False False 233
20 1.0875 0.9795 0.1080 10.4% 0.0149 1.4% 57% False False 172
40 1.0875 0.9795 0.1080 10.4% 0.0113 1.1% 57% False False 134
60 1.0875 0.9795 0.1080 10.4% 0.0087 0.8% 57% False False 99
80 1.0875 0.9795 0.1080 10.4% 0.0066 0.6% 57% False False 76
100 1.0875 0.9795 0.1080 10.4% 0.0053 0.5% 57% False False 61
120 1.0875 0.9483 0.1392 13.4% 0.0045 0.4% 67% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0929
2.618 1.0742
1.618 1.0628
1.000 1.0558
0.618 1.0514
HIGH 1.0444
0.618 1.0400
0.500 1.0387
0.382 1.0374
LOW 1.0330
0.618 1.0260
1.000 1.0216
1.618 1.0146
2.618 1.0032
4.250 0.9846
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 1.0402 1.0388
PP 1.0395 1.0367
S1 1.0387 1.0345

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

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