CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 1.0339 1.0080 -0.0259 -2.5% 1.0647
High 1.0353 1.0164 -0.0189 -1.8% 1.0651
Low 1.0094 1.0008 -0.0086 -0.9% 1.0150
Close 1.0102 1.0085 -0.0017 -0.2% 1.0343
Range 0.0259 0.0156 -0.0103 -39.8% 0.0501
ATR 0.0188 0.0186 -0.0002 -1.2% 0.0000
Volume 152,054 140,527 -11,527 -7.6% 734,541
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0554 1.0475 1.0171
R3 1.0398 1.0319 1.0128
R2 1.0242 1.0242 1.0114
R1 1.0163 1.0163 1.0099 1.0203
PP 1.0086 1.0086 1.0086 1.0105
S1 1.0007 1.0007 1.0071 1.0047
S2 0.9930 0.9930 1.0056
S3 0.9774 0.9851 1.0042
S4 0.9618 0.9695 0.9999
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 1.0387 1.0008 0.0379 3.8% 0.0163 1.6% 20% False True 116,497
10 1.0667 1.0008 0.0659 6.5% 0.0179 1.8% 12% False True 131,194
20 1.0687 1.0008 0.0679 6.7% 0.0184 1.8% 11% False True 138,920
40 1.0687 0.9302 0.1385 13.7% 0.0192 1.9% 57% False False 144,625
60 1.0687 0.9302 0.1385 13.7% 0.0171 1.7% 57% False False 100,356
80 1.0875 0.9302 0.1573 15.6% 0.0165 1.6% 50% False False 75,310
100 1.0875 0.9302 0.1573 15.6% 0.0148 1.5% 50% False False 60,267
120 1.0875 0.9302 0.1573 15.6% 0.0129 1.3% 50% False False 50,227
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0827
2.618 1.0572
1.618 1.0416
1.000 1.0320
0.618 1.0260
HIGH 1.0164
0.618 1.0104
0.500 1.0086
0.382 1.0068
LOW 1.0008
0.618 0.9912
1.000 0.9852
1.618 0.9756
2.618 0.9600
4.250 0.9345
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 1.0086 1.0182
PP 1.0086 1.0149
S1 1.0085 1.0117

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

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