CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 1.0330 1.0362 0.0032 0.3% 1.0276
High 1.0444 1.0362 -0.0082 -0.8% 1.0276
Low 1.0330 1.0225 -0.0105 -1.0% 0.9795
Close 1.0410 1.0231 -0.0179 -1.7% 1.0212
Range 0.0114 0.0137 0.0023 20.2% 0.0481
ATR 0.0151 0.0153 0.0002 1.6% 0.0000
Volume 119 91 -28 -23.5% 1,790
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0684 1.0594 1.0306
R3 1.0547 1.0457 1.0269
R2 1.0410 1.0410 1.0256
R1 1.0320 1.0320 1.0244 1.0297
PP 1.0273 1.0273 1.0273 1.0261
S1 1.0183 1.0183 1.0218 1.0160
S2 1.0136 1.0136 1.0206
S3 0.9999 1.0046 1.0193
S4 0.9862 0.9909 1.0156
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 1.0136 0.0308 3.0% 0.0100 1.0% 31% False False 107
10 1.0444 0.9795 0.0649 6.3% 0.0173 1.7% 67% False False 234
20 1.0875 0.9795 0.1080 10.6% 0.0149 1.5% 40% False False 175
40 1.0875 0.9795 0.1080 10.6% 0.0115 1.1% 40% False False 135
60 1.0875 0.9795 0.1080 10.6% 0.0089 0.9% 40% False False 100
80 1.0875 0.9795 0.1080 10.6% 0.0068 0.7% 40% False False 77
100 1.0875 0.9795 0.1080 10.6% 0.0054 0.5% 40% False False 62
120 1.0875 0.9483 0.1392 13.6% 0.0046 0.4% 54% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0944
2.618 1.0721
1.618 1.0584
1.000 1.0499
0.618 1.0447
HIGH 1.0362
0.618 1.0310
0.500 1.0294
0.382 1.0277
LOW 1.0225
0.618 1.0140
1.000 1.0088
1.618 1.0003
2.618 0.9866
4.250 0.9643
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 1.0294 1.0335
PP 1.0273 1.0300
S1 1.0252 1.0266

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

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