CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 0.9646 0.9505 -0.0141 -1.5% 0.9955
High 0.9646 0.9505 -0.0141 -1.5% 0.9978
Low 0.9646 0.9496 -0.0150 -1.6% 0.9785
Close 0.9646 0.9496 -0.0150 -1.6% 0.9805
Range 0.0000 0.0009 0.0009 0.0193
ATR 0.0083 0.0088 0.0005 5.7% 0.0000
Volume
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9526 0.9520 0.9501
R3 0.9517 0.9511 0.9498
R2 0.9508 0.9508 0.9498
R1 0.9502 0.9502 0.9497 0.9501
PP 0.9499 0.9499 0.9499 0.9498
S1 0.9493 0.9493 0.9495 0.9492
S2 0.9490 0.9490 0.9494
S3 0.9481 0.9484 0.9494
S4 0.9472 0.9475 0.9491
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0435 1.0313 0.9911
R3 1.0242 1.0120 0.9858
R2 1.0049 1.0049 0.9840
R1 0.9927 0.9927 0.9823 0.9892
PP 0.9856 0.9856 0.9856 0.9838
S1 0.9734 0.9734 0.9787 0.9699
S2 0.9663 0.9663 0.9770
S3 0.9470 0.9541 0.9752
S4 0.9277 0.9348 0.9699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9805 0.9496 0.0309 3.3% 0.0002 0.0% 0% False True
10 1.0075 0.9496 0.0579 6.1% 0.0001 0.0% 0% False True 4
20 1.0454 0.9496 0.0958 10.1% 0.0001 0.0% 0% False True 3
40 1.0454 0.9172 0.1282 13.5% 0.0001 0.0% 25% False False 2
60 1.0454 0.9172 0.1282 13.5% 0.0001 0.0% 25% False False 3
80 1.0454 0.9172 0.1282 13.5% 0.0002 0.0% 25% False False 4
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 0.0000
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9543
2.618 0.9529
1.618 0.9520
1.000 0.9514
0.618 0.9511
HIGH 0.9505
0.618 0.9502
0.500 0.9501
0.382 0.9499
LOW 0.9496
0.618 0.9490
1.000 0.9487
1.618 0.9481
2.618 0.9472
4.250 0.9458
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 0.9501 0.9571
PP 0.9499 0.9546
S1 0.9498 0.9521

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

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