CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 0.9808 0.9663 -0.0145 -1.5% 1.0186
High 0.9865 0.9787 -0.0078 -0.8% 1.0205
Low 0.9679 0.9611 -0.0068 -0.7% 0.9570
Close 0.9726 0.9633 -0.0093 -1.0% 0.9635
Range 0.0186 0.0176 -0.0010 -5.4% 0.0635
ATR 0.0181 0.0181 0.0000 -0.2% 0.0000
Volume 134,382 138,528 4,146 3.1% 827,681
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0205 1.0095 0.9730
R3 1.0029 0.9919 0.9681
R2 0.9853 0.9853 0.9665
R1 0.9743 0.9743 0.9649 0.9710
PP 0.9677 0.9677 0.9677 0.9661
S1 0.9567 0.9567 0.9617 0.9534
S2 0.9501 0.9501 0.9601
S3 0.9325 0.9391 0.9585
S4 0.9149 0.9215 0.9536
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1708 1.1307 0.9984
R3 1.1073 1.0672 0.9810
R2 1.0438 1.0438 0.9751
R1 1.0037 1.0037 0.9693 0.9920
PP 0.9803 0.9803 0.9803 0.9745
S1 0.9402 0.9402 0.9577 0.9285
S2 0.9168 0.9168 0.9519
S3 0.8533 0.8767 0.9460
S4 0.7898 0.8132 0.9286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9887 0.9524 0.0363 3.8% 0.0196 2.0% 30% False False 157,681
10 1.0285 0.9524 0.0761 7.9% 0.0209 2.2% 14% False False 149,453
20 1.0630 0.9524 0.1106 11.5% 0.0178 1.8% 10% False False 86,430
40 1.0630 0.9524 0.1106 11.5% 0.0163 1.7% 10% False False 43,331
60 1.0875 0.9524 0.1351 14.0% 0.0139 1.4% 8% False False 28,920
80 1.0875 0.9524 0.1351 14.0% 0.0122 1.3% 8% False False 21,710
100 1.0875 0.9524 0.1351 14.0% 0.0099 1.0% 8% False False 17,369
120 1.0875 0.9524 0.1351 14.0% 0.0083 0.9% 8% False False 14,475
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 0.0052
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0535
2.618 1.0248
1.618 1.0072
1.000 0.9963
0.618 0.9896
HIGH 0.9787
0.618 0.9720
0.500 0.9699
0.382 0.9678
LOW 0.9611
0.618 0.9502
1.000 0.9435
1.618 0.9326
2.618 0.9150
4.250 0.8863
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 0.9699 0.9749
PP 0.9677 0.9710
S1 0.9655 0.9672

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

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