CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 1.0475 1.0510 0.0035 0.3% 1.0390
High 1.0501 1.0539 0.0038 0.4% 1.0539
Low 1.0440 1.0456 0.0016 0.2% 1.0343
Close 1.0495 1.0532 0.0037 0.4% 1.0532
Range 0.0061 0.0083 0.0022 36.1% 0.0196
ATR 0.0112 0.0110 -0.0002 -1.8% 0.0000
Volume 313 162 -151 -48.2% 935
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.0758 1.0728 1.0578
R3 1.0675 1.0645 1.0555
R2 1.0592 1.0592 1.0547
R1 1.0562 1.0562 1.0540 1.0577
PP 1.0509 1.0509 1.0509 1.0517
S1 1.0479 1.0479 1.0524 1.0494
S2 1.0426 1.0426 1.0517
S3 1.0343 1.0396 1.0509
S4 1.0260 1.0313 1.0486
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.1059 1.0992 1.0640
R3 1.0863 1.0796 1.0586
R2 1.0667 1.0667 1.0568
R1 1.0600 1.0600 1.0550 1.0634
PP 1.0471 1.0471 1.0471 1.0488
S1 1.0404 1.0404 1.0514 1.0438
S2 1.0275 1.0275 1.0496
S3 1.0079 1.0208 1.0478
S4 0.9883 1.0012 1.0424
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0539 1.0343 0.0196 1.9% 0.0081 0.8% 96% True False 187
10 1.0700 1.0343 0.0357 3.4% 0.0115 1.1% 53% False False 188
20 1.0806 1.0343 0.0463 4.4% 0.0114 1.1% 41% False False 189
40 1.0806 0.9999 0.0807 7.7% 0.0090 0.9% 66% False False 136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0892
2.618 1.0756
1.618 1.0673
1.000 1.0622
0.618 1.0590
HIGH 1.0539
0.618 1.0507
0.500 1.0498
0.382 1.0488
LOW 1.0456
0.618 1.0405
1.000 1.0373
1.618 1.0322
2.618 1.0239
4.250 1.0103
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 1.0521 1.0512
PP 1.0509 1.0493
S1 1.0498 1.0473

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

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