CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 1.0434 1.0400 -0.0034 -0.3% 1.0351
High 1.0483 1.0564 0.0081 0.8% 1.0564
Low 1.0393 1.0390 -0.0003 0.0% 1.0324
Close 1.0400 1.0529 0.0129 1.2% 1.0529
Range 0.0090 0.0174 0.0084 93.3% 0.0240
ATR 0.0158 0.0159 0.0001 0.7% 0.0000
Volume 110,511 125,669 15,158 13.7% 493,235
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.1016 1.0947 1.0625
R3 1.0842 1.0773 1.0577
R2 1.0668 1.0668 1.0561
R1 1.0599 1.0599 1.0545 1.0634
PP 1.0494 1.0494 1.0494 1.0512
S1 1.0425 1.0425 1.0513 1.0460
S2 1.0320 1.0320 1.0497
S3 1.0146 1.0251 1.0481
S4 0.9972 1.0077 1.0433
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.1192 1.1101 1.0661
R3 1.0952 1.0861 1.0595
R2 1.0712 1.0712 1.0573
R1 1.0621 1.0621 1.0551 1.0667
PP 1.0472 1.0472 1.0472 1.0495
S1 1.0381 1.0381 1.0507 1.0427
S2 1.0232 1.0232 1.0485
S3 0.9992 1.0141 1.0463
S4 0.9752 0.9901 1.0397
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0564 1.0324 0.0240 2.3% 0.0121 1.1% 85% True False 98,647
10 1.0564 1.0276 0.0288 2.7% 0.0141 1.3% 88% True False 103,719
20 1.0996 0.9871 0.1125 10.7% 0.0185 1.8% 58% False False 148,504
40 1.1005 0.9871 0.1134 10.8% 0.0149 1.4% 58% False False 126,995
60 1.1005 0.9871 0.1134 10.8% 0.0139 1.3% 58% False False 114,825
80 1.1005 0.9871 0.1134 10.8% 0.0135 1.3% 58% False False 86,234
100 1.1005 0.9871 0.1134 10.8% 0.0124 1.2% 58% False False 69,012
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1304
2.618 1.1020
1.618 1.0846
1.000 1.0738
0.618 1.0672
HIGH 1.0564
0.618 1.0498
0.500 1.0477
0.382 1.0456
LOW 1.0390
0.618 1.0282
1.000 1.0216
1.618 1.0108
2.618 0.9934
4.250 0.9651
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 1.0512 1.0512
PP 1.0494 1.0494
S1 1.0477 1.0477

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

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