CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 1.0328 1.0339 0.0011 0.1% 1.0647
High 1.0355 1.0353 -0.0002 0.0% 1.0651
Low 1.0232 1.0094 -0.0138 -1.3% 1.0150
Close 1.0341 1.0102 -0.0239 -2.3% 1.0343
Range 0.0123 0.0259 0.0136 110.6% 0.0501
ATR 0.0183 0.0188 0.0005 3.0% 0.0000
Volume 91,719 152,054 60,335 65.8% 734,541
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0960 1.0790 1.0244
R3 1.0701 1.0531 1.0173
R2 1.0442 1.0442 1.0149
R1 1.0272 1.0272 1.0126 1.0228
PP 1.0183 1.0183 1.0183 1.0161
S1 1.0013 1.0013 1.0078 0.9969
S2 0.9924 0.9924 1.0055
S3 0.9665 0.9754 1.0031
S4 0.9406 0.9495 0.9960
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 1.0094 0.0299 3.0% 0.0181 1.8% 3% False True 125,426
10 1.0687 1.0094 0.0593 5.9% 0.0199 2.0% 1% False True 134,796
20 1.0687 1.0021 0.0666 6.6% 0.0183 1.8% 12% False False 139,084
40 1.0687 0.9302 0.1385 13.7% 0.0192 1.9% 58% False False 143,307
60 1.0687 0.9302 0.1385 13.7% 0.0170 1.7% 58% False False 98,016
80 1.0875 0.9302 0.1573 15.6% 0.0164 1.6% 51% False False 73,555
100 1.0875 0.9302 0.1573 15.6% 0.0147 1.5% 51% False False 58,863
120 1.0875 0.9302 0.1573 15.6% 0.0128 1.3% 51% False False 49,056
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1454
2.618 1.1031
1.618 1.0772
1.000 1.0612
0.618 1.0513
HIGH 1.0353
0.618 1.0254
0.500 1.0224
0.382 1.0193
LOW 1.0094
0.618 0.9934
1.000 0.9835
1.618 0.9675
2.618 0.9416
4.250 0.8993
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 1.0224 1.0236
PP 1.0183 1.0191
S1 1.0143 1.0147

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

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