CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 1.0216 1.0246 0.0030 0.3% 0.9778
High 1.0288 1.0253 -0.0035 -0.3% 1.0315
Low 1.0183 1.0141 -0.0042 -0.4% 0.9775
Close 1.0264 1.0246 -0.0018 -0.2% 1.0213
Range 0.0105 0.0112 0.0007 6.7% 0.0540
ATR 0.0178 0.0174 -0.0004 -2.2% 0.0000
Volume 102,491 92,895 -9,596 -9.4% 656,703
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0549 1.0510 1.0308
R3 1.0437 1.0398 1.0277
R2 1.0325 1.0325 1.0267
R1 1.0286 1.0286 1.0256 1.0302
PP 1.0213 1.0213 1.0213 1.0222
S1 1.0174 1.0174 1.0236 1.0190
S2 1.0101 1.0101 1.0225
S3 0.9989 1.0062 1.0215
S4 0.9877 0.9950 1.0184
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.1721 1.1507 1.0510
R3 1.1181 1.0967 1.0362
R2 1.0641 1.0641 1.0312
R1 1.0427 1.0427 1.0263 1.0534
PP 1.0101 1.0101 1.0101 1.0155
S1 0.9887 0.9887 1.0164 0.9994
S2 0.9561 0.9561 1.0114
S3 0.9021 0.9347 1.0065
S4 0.8481 0.8807 0.9916
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0315 0.9921 0.0394 3.8% 0.0172 1.7% 82% False False 122,412
10 1.0315 0.9633 0.0682 6.7% 0.0165 1.6% 90% False False 109,773
20 1.0355 0.9633 0.0722 7.0% 0.0164 1.6% 85% False False 111,210
40 1.0687 0.9633 0.1054 10.3% 0.0175 1.7% 58% False False 125,761
60 1.0687 0.9302 0.1385 13.5% 0.0182 1.8% 68% False False 129,739
80 1.0687 0.9302 0.1385 13.5% 0.0166 1.6% 68% False False 98,269
100 1.0875 0.9302 0.1573 15.4% 0.0162 1.6% 60% False False 78,652
120 1.0875 0.9302 0.1573 15.4% 0.0148 1.4% 60% False False 65,557
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0729
2.618 1.0546
1.618 1.0434
1.000 1.0365
0.618 1.0322
HIGH 1.0253
0.618 1.0210
0.500 1.0197
0.382 1.0184
LOW 1.0141
0.618 1.0072
1.000 1.0029
1.618 0.9960
2.618 0.9848
4.250 0.9665
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 1.0230 1.0239
PP 1.0213 1.0232
S1 1.0197 1.0225

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

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