CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 1.0158 0.9928 -0.0230 -2.3% 1.0331
High 1.0158 0.9928 -0.0230 -2.3% 1.0331
Low 1.0158 0.9928 -0.0230 -2.3% 1.0093
Close 1.0158 0.9928 -0.0230 -2.3% 1.0155
Range
ATR 0.0079 0.0090 0.0011 13.5% 0.0000
Volume 0 12 12 4
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9928 0.9928 0.9928
R3 0.9928 0.9928 0.9928
R2 0.9928 0.9928 0.9928
R1 0.9928 0.9928 0.9928 0.9928
PP 0.9928 0.9928 0.9928 0.9928
S1 0.9928 0.9928 0.9928 0.9928
S2 0.9928 0.9928 0.9928
S3 0.9928 0.9928 0.9928
S4 0.9928 0.9928 0.9928
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0907 1.0769 1.0286
R3 1.0669 1.0531 1.0220
R2 1.0431 1.0431 1.0199
R1 1.0293 1.0293 1.0177 1.0243
PP 1.0193 1.0193 1.0193 1.0168
S1 1.0055 1.0055 1.0133 1.0005
S2 0.9955 0.9955 1.0111
S3 0.9717 0.9817 1.0090
S4 0.9479 0.9579 1.0024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0172 0.9928 0.0244 2.5% 0.0003 0.0% 0% False True 2
10 1.0454 0.9928 0.0526 5.3% 0.0001 0.0% 0% False True 1
20 1.0454 0.9928 0.0526 5.3% 0.0001 0.0% 0% False True 1
40 1.0454 0.9172 0.1282 12.9% 0.0002 0.0% 59% False False 3
60 1.0454 0.9172 0.1282 12.9% 0.0001 0.0% 59% False False 3
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 0.9928
2.618 0.9928
1.618 0.9928
1.000 0.9928
0.618 0.9928
HIGH 0.9928
0.618 0.9928
0.500 0.9928
0.382 0.9928
LOW 0.9928
0.618 0.9928
1.000 0.9928
1.618 0.9928
2.618 0.9928
4.250 0.9928
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 0.9928 1.0043
PP 0.9928 1.0005
S1 0.9928 0.9966

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

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