CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 1.0669 1.0590 -0.0079 -0.7% 1.0372
High 1.0682 1.0633 -0.0049 -0.5% 1.0685
Low 1.0563 1.0553 -0.0010 -0.1% 1.0281
Close 1.0590 1.0583 -0.0007 -0.1% 1.0682
Range 0.0119 0.0080 -0.0039 -32.8% 0.0404
ATR 0.0118 0.0115 -0.0003 -2.3% 0.0000
Volume 102,759 92,256 -10,503 -10.2% 533,879
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0830 1.0786 1.0627
R3 1.0750 1.0706 1.0605
R2 1.0670 1.0670 1.0598
R1 1.0626 1.0626 1.0590 1.0608
PP 1.0590 1.0590 1.0590 1.0581
S1 1.0546 1.0546 1.0576 1.0528
S2 1.0510 1.0510 1.0568
S3 1.0430 1.0466 1.0561
S4 1.0350 1.0386 1.0539
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1761 1.1626 1.0904
R3 1.1357 1.1222 1.0793
R2 1.0953 1.0953 1.0756
R1 1.0818 1.0818 1.0719 1.0886
PP 1.0549 1.0549 1.0549 1.0583
S1 1.0414 1.0414 1.0645 1.0482
S2 1.0145 1.0145 1.0608
S3 0.9741 1.0010 1.0571
S4 0.9337 0.9606 1.0460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0685 1.0412 0.0273 2.6% 0.0113 1.1% 63% False False 103,356
10 1.0685 1.0281 0.0404 3.8% 0.0111 1.0% 75% False False 107,685
20 1.0685 1.0281 0.0404 3.8% 0.0118 1.1% 75% False False 101,999
40 1.0700 1.0281 0.0419 4.0% 0.0117 1.1% 72% False False 52,639
60 1.0806 1.0189 0.0617 5.8% 0.0109 1.0% 64% False False 35,143
80 1.0806 0.9550 0.1256 11.9% 0.0101 1.0% 82% False False 26,375
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0973
2.618 1.0842
1.618 1.0762
1.000 1.0713
0.618 1.0682
HIGH 1.0633
0.618 1.0602
0.500 1.0593
0.382 1.0584
LOW 1.0553
0.618 1.0504
1.000 1.0473
1.618 1.0424
2.618 1.0344
4.250 1.0213
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 1.0593 1.0619
PP 1.0590 1.0607
S1 1.0586 1.0595

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

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