CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 0.9777 0.9710 -0.0067 -0.7% 0.9544
High 0.9847 0.9737 -0.0110 -1.1% 0.9819
Low 0.9702 0.9635 -0.0067 -0.7% 0.9415
Close 0.9737 0.9683 -0.0054 -0.6% 0.9785
Range 0.0145 0.0102 -0.0043 -29.7% 0.0404
ATR 0.0136 0.0133 -0.0002 -1.8% 0.0000
Volume 18,610 44,267 25,657 137.9% 17,667
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 0.9991 0.9939 0.9739
R3 0.9889 0.9837 0.9711
R2 0.9787 0.9787 0.9702
R1 0.9735 0.9735 0.9692 0.9710
PP 0.9685 0.9685 0.9685 0.9673
S1 0.9633 0.9633 0.9674 0.9608
S2 0.9583 0.9583 0.9664
S3 0.9481 0.9531 0.9655
S4 0.9379 0.9429 0.9627
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0885 1.0739 1.0007
R3 1.0481 1.0335 0.9896
R2 1.0077 1.0077 0.9859
R1 0.9931 0.9931 0.9822 1.0004
PP 0.9673 0.9673 0.9673 0.9710
S1 0.9527 0.9527 0.9748 0.9600
S2 0.9269 0.9269 0.9711
S3 0.8865 0.9123 0.9674
S4 0.8461 0.8719 0.9563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9847 0.9507 0.0340 3.5% 0.0136 1.4% 52% False False 17,373
10 0.9847 0.9415 0.0432 4.5% 0.0142 1.5% 62% False False 9,422
20 0.9957 0.9415 0.0542 5.6% 0.0134 1.4% 49% False False 4,958
40 1.0015 0.9415 0.0600 6.2% 0.0129 1.3% 45% False False 2,570
60 1.0015 0.9146 0.0869 9.0% 0.0115 1.2% 62% False False 1,734
Crabel Price Patterns
NR True
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 0.0030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0171
2.618 1.0004
1.618 0.9902
1.000 0.9839
0.618 0.9800
HIGH 0.9737
0.618 0.9698
0.500 0.9686
0.382 0.9674
LOW 0.9635
0.618 0.9572
1.000 0.9533
1.618 0.9470
2.618 0.9368
4.250 0.9202
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 0.9686 0.9741
PP 0.9685 0.9722
S1 0.9684 0.9702

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

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