CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 1.0201 1.0325 0.0124 1.2% 1.0196
High 1.0201 1.0325 0.0124 1.2% 1.0325
Low 1.0201 1.0325 0.0124 1.2% 1.0196
Close 1.0201 1.0325 0.0124 1.2% 1.0325
Range
ATR 0.0077 0.0081 0.0003 4.3% 0.0000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0325 1.0325 1.0325
R3 1.0325 1.0325 1.0325
R2 1.0325 1.0325 1.0325
R1 1.0325 1.0325 1.0325 1.0325
PP 1.0325 1.0325 1.0325 1.0325
S1 1.0325 1.0325 1.0325 1.0325
S2 1.0325 1.0325 1.0325
S3 1.0325 1.0325 1.0325
S4 1.0325 1.0325 1.0325
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0669 1.0626 1.0396
R3 1.0540 1.0497 1.0360
R2 1.0411 1.0411 1.0349
R1 1.0368 1.0368 1.0337 1.0390
PP 1.0282 1.0282 1.0282 1.0293
S1 1.0239 1.0239 1.0313 1.0261
S2 1.0153 1.0153 1.0301
S3 1.0024 1.0110 1.0290
S4 0.9895 0.9981 1.0254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0325 1.0196 0.0129 1.2% 0.0000 0.0% 100% True False 3
10 1.0325 1.0143 0.0182 1.8% 0.0000 0.0% 100% True False 4
20 1.0648 0.9853 0.0795 7.7% 0.0001 0.0% 59% False False 5
40 1.0696 0.9853 0.0843 8.2% 0.0001 0.0% 56% False False 3
60 1.0696 0.9853 0.0843 8.2% 0.0000 0.0% 56% False False 2
80 1.0696 0.9853 0.0843 8.2% 0.0000 0.0% 56% False False 2
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0325
2.618 1.0325
1.618 1.0325
1.000 1.0325
0.618 1.0325
HIGH 1.0325
0.618 1.0325
0.500 1.0325
0.382 1.0325
LOW 1.0325
0.618 1.0325
1.000 1.0325
1.618 1.0325
2.618 1.0325
4.250 1.0325
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 1.0325 1.0304
PP 1.0325 1.0284
S1 1.0325 1.0263

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

View Archives - Comment on this page... - Back to Index of Symbols