CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 1.0150 1.0220 0.0070 0.7% 1.0316
High 1.0236 1.0285 0.0049 0.5% 1.0319
Low 1.0072 1.0181 0.0109 1.1% 1.0066
Close 1.0211 1.0265 0.0054 0.5% 1.0265
Range 0.0164 0.0104 -0.0060 -36.6% 0.0253
ATR 0.0140 0.0138 -0.0003 -1.9% 0.0000
Volume 87,825 92,232 4,407 5.0% 275,040
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0556 1.0514 1.0322
R3 1.0452 1.0410 1.0294
R2 1.0348 1.0348 1.0284
R1 1.0306 1.0306 1.0275 1.0327
PP 1.0244 1.0244 1.0244 1.0254
S1 1.0202 1.0202 1.0255 1.0223
S2 1.0140 1.0140 1.0246
S3 1.0036 1.0098 1.0236
S4 0.9932 0.9994 1.0208
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0976 1.0873 1.0404
R3 1.0723 1.0620 1.0335
R2 1.0470 1.0470 1.0311
R1 1.0367 1.0367 1.0288 1.0292
PP 1.0217 1.0217 1.0217 1.0179
S1 1.0114 1.0114 1.0242 1.0039
S2 0.9964 0.9964 1.0219
S3 0.9711 0.9861 1.0195
S4 0.9458 0.9608 1.0126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0319 1.0066 0.0253 2.5% 0.0151 1.5% 79% False False 55,008
10 1.0608 1.0066 0.0542 5.3% 0.0149 1.5% 37% False False 32,531
20 1.0630 1.0066 0.0564 5.5% 0.0126 1.2% 35% False False 16,426
40 1.0875 0.9795 0.1080 10.5% 0.0137 1.3% 44% False False 8,300
60 1.0875 0.9795 0.1080 10.5% 0.0119 1.2% 44% False False 5,565
80 1.0875 0.9795 0.1080 10.5% 0.0099 1.0% 44% False False 4,181
100 1.0875 0.9795 0.1080 10.5% 0.0080 0.8% 44% False False 3,347
120 1.0875 0.9795 0.1080 10.5% 0.0066 0.6% 44% False False 2,790
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0033
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0727
2.618 1.0557
1.618 1.0453
1.000 1.0389
0.618 1.0349
HIGH 1.0285
0.618 1.0245
0.500 1.0233
0.382 1.0221
LOW 1.0181
0.618 1.0117
1.000 1.0077
1.618 1.0013
2.618 0.9909
4.250 0.9739
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 1.0254 1.0235
PP 1.0244 1.0205
S1 1.0233 1.0176

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

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