CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 1.0110 1.0268 0.0158 1.6% 1.0356
High 1.0261 1.0299 0.0038 0.4% 1.0378
Low 1.0062 1.0118 0.0056 0.6% 1.0008
Close 1.0244 1.0128 -0.0116 -1.1% 1.0244
Range 0.0199 0.0181 -0.0018 -9.0% 0.0370
ATR 0.0187 0.0186 0.0000 -0.2% 0.0000
Volume 80,786 89,174 8,388 10.4% 554,581
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0725 1.0607 1.0228
R3 1.0544 1.0426 1.0178
R2 1.0363 1.0363 1.0161
R1 1.0245 1.0245 1.0145 1.0214
PP 1.0182 1.0182 1.0182 1.0166
S1 1.0064 1.0064 1.0111 1.0033
S2 1.0001 1.0001 1.0095
S3 0.9820 0.9883 1.0078
S4 0.9639 0.9702 1.0028
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1320 1.1152 1.0448
R3 1.0950 1.0782 1.0346
R2 1.0580 1.0580 1.0312
R1 1.0412 1.0412 1.0278 1.0311
PP 1.0210 1.0210 1.0210 1.0160
S1 1.0042 1.0042 1.0210 0.9941
S2 0.9840 0.9840 1.0176
S3 0.9470 0.9672 1.0142
S4 0.9100 0.9302 1.0041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0355 1.0008 0.0347 3.4% 0.0184 1.8% 35% False False 110,852
10 1.0507 1.0008 0.0499 4.9% 0.0188 1.9% 24% False False 124,998
20 1.0687 1.0008 0.0679 6.7% 0.0182 1.8% 18% False False 134,806
40 1.0687 0.9302 0.1385 13.7% 0.0195 1.9% 60% False False 143,800
60 1.0687 0.9302 0.1385 13.7% 0.0172 1.7% 60% False False 103,185
80 1.0875 0.9302 0.1573 15.5% 0.0168 1.7% 53% False False 77,433
100 1.0875 0.9302 0.1573 15.5% 0.0150 1.5% 53% False False 61,966
120 1.0875 0.9302 0.1573 15.5% 0.0132 1.3% 53% False False 51,644
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 True
Bear Hook False
Bull Hook True
Stretch 0.0044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1068
2.618 1.0773
1.618 1.0592
1.000 1.0480
0.618 1.0411
HIGH 1.0299
0.618 1.0230
0.500 1.0209
0.382 1.0187
LOW 1.0118
0.618 1.0006
1.000 0.9937
1.618 0.9825
2.618 0.9644
4.250 0.9349
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 1.0209 1.0154
PP 1.0182 1.0145
S1 1.0155 1.0137

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

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