CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 0.9778 0.9876 0.0098 1.0% 0.9964
High 0.9951 1.0055 0.0104 1.0% 0.9965
Low 0.9775 0.9840 0.0065 0.7% 0.9633
Close 0.9862 1.0001 0.0139 1.4% 0.9677
Range 0.0176 0.0215 0.0039 22.2% 0.0332
ATR 0.0175 0.0178 0.0003 1.6% 0.0000
Volume 114,903 125,123 10,220 8.9% 364,139
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0610 1.0521 1.0119
R3 1.0395 1.0306 1.0060
R2 1.0180 1.0180 1.0040
R1 1.0091 1.0091 1.0021 1.0136
PP 0.9965 0.9965 0.9965 0.9988
S1 0.9876 0.9876 0.9981 0.9921
S2 0.9750 0.9750 0.9962
S3 0.9535 0.9661 0.9942
S4 0.9320 0.9446 0.9883
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0754 1.0548 0.9860
R3 1.0422 1.0216 0.9768
R2 1.0090 1.0090 0.9738
R1 0.9884 0.9884 0.9707 0.9821
PP 0.9758 0.9758 0.9758 0.9727
S1 0.9552 0.9552 0.9647 0.9489
S2 0.9426 0.9426 0.9616
S3 0.9094 0.9220 0.9586
S4 0.8762 0.8888 0.9494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0055 0.9633 0.0422 4.2% 0.0158 1.6% 87% True False 97,134
10 1.0186 0.9633 0.0553 5.5% 0.0151 1.5% 67% False False 105,788
20 1.0507 0.9633 0.0874 8.7% 0.0169 1.7% 42% False False 115,393
40 1.0687 0.9302 0.1385 13.8% 0.0179 1.8% 50% False False 130,988
60 1.0687 0.9302 0.1385 13.8% 0.0181 1.8% 50% False False 120,751
80 1.0687 0.9302 0.1385 13.8% 0.0170 1.7% 50% False False 90,641
100 1.0875 0.9302 0.1573 15.7% 0.0158 1.6% 44% False False 72,535
120 1.0875 0.9302 0.1573 15.7% 0.0144 1.4% 44% False False 60,459
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0969
2.618 1.0618
1.618 1.0403
1.000 1.0270
0.618 1.0188
HIGH 1.0055
0.618 0.9973
0.500 0.9948
0.382 0.9922
LOW 0.9840
0.618 0.9707
1.000 0.9625
1.618 0.9492
2.618 0.9277
4.250 0.8926
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 0.9983 0.9950
PP 0.9965 0.9899
S1 0.9948 0.9849

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

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