CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 1.0280 1.0350 0.0070 0.7% 1.0647
High 1.0393 1.0387 -0.0006 -0.1% 1.0651
Low 1.0150 1.0262 0.0112 1.1% 1.0150
Close 1.0362 1.0343 -0.0019 -0.2% 1.0343
Range 0.0243 0.0125 -0.0118 -48.6% 0.0501
ATR 0.0195 0.0190 -0.0005 -2.6% 0.0000
Volume 185,173 108,692 -76,481 -41.3% 734,541
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0706 1.0649 1.0412
R3 1.0581 1.0524 1.0377
R2 1.0456 1.0456 1.0366
R1 1.0399 1.0399 1.0354 1.0365
PP 1.0331 1.0331 1.0331 1.0314
S1 1.0274 1.0274 1.0332 1.0240
S2 1.0206 1.0206 1.0320
S3 1.0081 1.0149 1.0309
S4 0.9956 1.0024 1.0274
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1884 1.1615 1.0619
R3 1.1383 1.1114 1.0481
R2 1.0882 1.0882 1.0435
R1 1.0613 1.0613 1.0389 1.0497
PP 1.0381 1.0381 1.0381 1.0324
S1 1.0112 1.0112 1.0297 0.9996
S2 0.9880 0.9880 1.0251
S3 0.9379 0.9611 1.0205
S4 0.8878 0.9110 1.0067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0651 1.0150 0.0501 4.8% 0.0203 2.0% 39% False False 146,908
10 1.0687 1.0150 0.0537 5.2% 0.0187 1.8% 36% False False 143,307
20 1.0687 0.9671 0.1016 9.8% 0.0191 1.8% 66% False False 140,688
40 1.0687 0.9302 0.1385 13.4% 0.0191 1.8% 75% False False 137,350
60 1.0687 0.9302 0.1385 13.4% 0.0165 1.6% 75% False False 92,467
80 1.0875 0.9302 0.1573 15.2% 0.0160 1.5% 66% False False 69,396
100 1.0875 0.9302 0.1573 15.2% 0.0144 1.4% 66% False False 55,534
120 1.0875 0.9302 0.1573 15.2% 0.0123 1.2% 66% False False 46,279
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0918
2.618 1.0714
1.618 1.0589
1.000 1.0512
0.618 1.0464
HIGH 1.0387
0.618 1.0339
0.500 1.0325
0.382 1.0310
LOW 1.0262
0.618 1.0185
1.000 1.0137
1.618 1.0060
2.618 0.9935
4.250 0.9731
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 1.0337 1.0319
PP 1.0331 1.0295
S1 1.0325 1.0272

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

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