CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 1.0377 1.0477 0.0100 1.0% 1.0478
High 1.0489 1.0563 0.0074 0.7% 1.0563
Low 1.0371 1.0465 0.0094 0.9% 1.0289
Close 1.0485 1.0555 0.0070 0.7% 1.0555
Range 0.0118 0.0098 -0.0020 -16.9% 0.0274
ATR 0.0116 0.0115 -0.0001 -1.1% 0.0000
Volume 353 357 4 1.1% 2,001
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.0822 1.0786 1.0609
R3 1.0724 1.0688 1.0582
R2 1.0626 1.0626 1.0573
R1 1.0590 1.0590 1.0564 1.0608
PP 1.0528 1.0528 1.0528 1.0537
S1 1.0492 1.0492 1.0546 1.0510
S2 1.0430 1.0430 1.0537
S3 1.0332 1.0394 1.0528
S4 1.0234 1.0296 1.0501
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.1291 1.1197 1.0706
R3 1.1017 1.0923 1.0630
R2 1.0743 1.0743 1.0605
R1 1.0649 1.0649 1.0580 1.0696
PP 1.0469 1.0469 1.0469 1.0493
S1 1.0375 1.0375 1.0530 1.0422
S2 1.0195 1.0195 1.0505
S3 0.9921 1.0101 1.0480
S4 0.9647 0.9827 1.0404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0563 1.0289 0.0274 2.6% 0.0114 1.1% 97% True False 400
10 1.0563 1.0289 0.0274 2.6% 0.0097 0.9% 97% True False 293
20 1.0806 1.0289 0.0517 4.9% 0.0120 1.1% 51% False False 262
40 1.0806 1.0102 0.0704 6.7% 0.0097 0.9% 64% False False 182
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0980
2.618 1.0820
1.618 1.0722
1.000 1.0661
0.618 1.0624
HIGH 1.0563
0.618 1.0526
0.500 1.0514
0.382 1.0502
LOW 1.0465
0.618 1.0404
1.000 1.0367
1.618 1.0306
2.618 1.0208
4.250 1.0049
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 1.0541 1.0512
PP 1.0528 1.0469
S1 1.0514 1.0426

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

View Archives - Comment on this page... - Back to Index of Symbols