CME Australian Dollar Future March 2012


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 1.0211 1.0000 -0.0211 -2.1% 1.0490
High 1.0211 1.0043 -0.0168 -1.6% 1.0490
Low 0.9995 0.9988 -0.0007 -0.1% 1.0045
Close 1.0005 0.9989 -0.0016 -0.2% 1.0242
Range 0.0216 0.0055 -0.0161 -74.5% 0.0445
ATR 0.0156 0.0149 -0.0007 -4.6% 0.0000
Volume 73 69 -4 -5.5% 1,129
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0172 1.0135 1.0019
R3 1.0117 1.0080 1.0004
R2 1.0062 1.0062 0.9999
R1 1.0025 1.0025 0.9994 1.0016
PP 1.0007 1.0007 1.0007 1.0002
S1 0.9970 0.9970 0.9984 0.9961
S2 0.9952 0.9952 0.9979
S3 0.9897 0.9915 0.9974
S4 0.9842 0.9860 0.9959
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1594 1.1363 1.0487
R3 1.1149 1.0918 1.0364
R2 1.0704 1.0704 1.0324
R1 1.0473 1.0473 1.0283 1.0366
PP 1.0259 1.0259 1.0259 1.0206
S1 1.0028 1.0028 1.0201 0.9921
S2 0.9814 0.9814 1.0160
S3 0.9369 0.9583 1.0120
S4 0.8924 0.9138 0.9997
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0250 0.9988 0.0262 2.6% 0.0106 1.1% 0% False True 86
10 1.0556 0.9988 0.0568 5.7% 0.0134 1.3% 0% False True 152
20 1.0569 0.9968 0.0601 6.0% 0.0142 1.4% 3% False False 111
40 1.0569 0.9233 0.1336 13.4% 0.0131 1.3% 57% False False 83
60 1.0569 0.9233 0.1336 13.4% 0.0088 0.9% 57% False False 56
80 1.0696 0.9233 0.1463 14.6% 0.0066 0.7% 52% False False 43
100 1.0696 0.9233 0.1463 14.6% 0.0053 0.5% 52% False False 35
120 1.0696 0.9233 0.1463 14.6% 0.0044 0.4% 52% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.0277
2.618 1.0187
1.618 1.0132
1.000 1.0098
0.618 1.0077
HIGH 1.0043
0.618 1.0022
0.500 1.0016
0.382 1.0009
LOW 0.9988
0.618 0.9954
1.000 0.9933
1.618 0.9899
2.618 0.9844
4.250 0.9754
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 1.0016 1.0119
PP 1.0007 1.0076
S1 0.9998 1.0032

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

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