CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 1.0356 1.0328 -0.0028 -0.3% 1.0647
High 1.0378 1.0355 -0.0023 -0.2% 1.0651
Low 1.0224 1.0232 0.0008 0.1% 1.0150
Close 1.0327 1.0341 0.0014 0.1% 1.0343
Range 0.0154 0.0123 -0.0031 -20.1% 0.0501
ATR 0.0187 0.0183 -0.0005 -2.5% 0.0000
Volume 89,495 91,719 2,224 2.5% 734,541
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0678 1.0633 1.0409
R3 1.0555 1.0510 1.0375
R2 1.0432 1.0432 1.0364
R1 1.0387 1.0387 1.0352 1.0410
PP 1.0309 1.0309 1.0309 1.0321
S1 1.0264 1.0264 1.0330 1.0287
S2 1.0186 1.0186 1.0318
S3 1.0063 1.0141 1.0307
S4 0.9940 1.0018 1.0273
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 1.0393 1.0150 0.0243 2.3% 0.0159 1.5% 79% False False 121,578
10 1.0687 1.0150 0.0537 5.2% 0.0184 1.8% 36% False False 134,347
20 1.0687 0.9784 0.0903 8.7% 0.0187 1.8% 62% False False 139,205
40 1.0687 0.9302 0.1385 13.4% 0.0191 1.8% 75% False False 140,591
60 1.0687 0.9302 0.1385 13.4% 0.0167 1.6% 75% False False 95,483
80 1.0875 0.9302 0.1573 15.2% 0.0162 1.6% 66% False False 71,657
100 1.0875 0.9302 0.1573 15.2% 0.0145 1.4% 66% False False 57,343
120 1.0875 0.9302 0.1573 15.2% 0.0125 1.2% 66% False False 47,789
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0878
2.618 1.0677
1.618 1.0554
1.000 1.0478
0.618 1.0431
HIGH 1.0355
0.618 1.0308
0.500 1.0294
0.382 1.0279
LOW 1.0232
0.618 1.0156
1.000 1.0109
1.618 1.0033
2.618 0.9910
4.250 0.9709
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 1.0325 1.0329
PP 1.0309 1.0317
S1 1.0294 1.0306

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

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