CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 1.0260 1.0396 0.0136 1.3% 1.0248
High 1.0429 1.0428 -0.0001 0.0% 1.0314
Low 1.0229 1.0327 0.0098 1.0% 1.0041
Close 1.0415 1.0392 -0.0023 -0.2% 1.0265
Range 0.0200 0.0101 -0.0099 -49.5% 0.0273
ATR 0.0187 0.0181 -0.0006 -3.3% 0.0000
Volume 112,093 158,724 46,631 41.6% 742,519
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0685 1.0640 1.0448
R3 1.0584 1.0539 1.0420
R2 1.0483 1.0483 1.0411
R1 1.0438 1.0438 1.0401 1.0410
PP 1.0382 1.0382 1.0382 1.0369
S1 1.0337 1.0337 1.0383 1.0309
S2 1.0281 1.0281 1.0373
S3 1.0180 1.0236 1.0364
S4 1.0079 1.0135 1.0336
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1026 1.0918 1.0415
R3 1.0753 1.0645 1.0340
R2 1.0480 1.0480 1.0315
R1 1.0372 1.0372 1.0290 1.0426
PP 1.0207 1.0207 1.0207 1.0234
S1 1.0099 1.0099 1.0240 1.0153
S2 0.9934 0.9934 1.0215
S3 0.9661 0.9826 1.0190
S4 0.9388 0.9553 1.0115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0429 1.0075 0.0354 3.4% 0.0157 1.5% 90% False False 146,215
10 1.0429 0.9784 0.0645 6.2% 0.0189 1.8% 94% False False 144,063
20 1.0429 0.9302 0.1127 10.8% 0.0185 1.8% 97% False False 146,366
40 1.0630 0.9302 0.1328 12.8% 0.0176 1.7% 82% False False 109,595
60 1.0797 0.9302 0.1495 14.4% 0.0169 1.6% 73% False False 73,136
80 1.0875 0.9302 0.1573 15.1% 0.0148 1.4% 69% False False 54,873
100 1.0875 0.9302 0.1573 15.1% 0.0131 1.3% 69% False False 43,912
120 1.0875 0.9302 0.1573 15.1% 0.0111 1.1% 69% False False 36,595
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0048
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.0857
2.618 1.0692
1.618 1.0591
1.000 1.0529
0.618 1.0490
HIGH 1.0428
0.618 1.0389
0.500 1.0378
0.382 1.0366
LOW 1.0327
0.618 1.0265
1.000 1.0226
1.618 1.0164
2.618 1.0063
4.250 0.9898
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 1.0387 1.0355
PP 1.0382 1.0318
S1 1.0378 1.0281

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

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