CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 0.9650 0.9634 -0.0016 -0.2% 0.9735
High 0.9650 0.9634 -0.0016 -0.2% 0.9753
Low 0.9650 0.9634 -0.0016 -0.2% 0.9634
Close 0.9650 0.9634 -0.0016 -0.2% 0.9634
Range
ATR 0.0000 0.0036 0.0036 0.0000
Volume 60 60 0 0.0% 123
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 0.9634 0.9634 0.9634
R3 0.9634 0.9634 0.9634
R2 0.9634 0.9634 0.9634
R1 0.9634 0.9634 0.9634 0.9634
PP 0.9634 0.9634 0.9634 0.9634
S1 0.9634 0.9634 0.9634 0.9634
S2 0.9634 0.9634 0.9634
S3 0.9634 0.9634 0.9634
S4 0.9634 0.9634 0.9634
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0031 0.9951 0.9699
R3 0.9912 0.9832 0.9667
R2 0.9793 0.9793 0.9656
R1 0.9713 0.9713 0.9645 0.9694
PP 0.9674 0.9674 0.9674 0.9664
S1 0.9594 0.9594 0.9623 0.9575
S2 0.9555 0.9555 0.9612
S3 0.9436 0.9475 0.9601
S4 0.9317 0.9356 0.9569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9753 0.9634 0.0119 1.2% 0.0000 0.0% 0% False True 24
10 0.9753 0.9590 0.0163 1.7% 0.0000 0.0% 27% False False 12
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9634
2.618 0.9634
1.618 0.9634
1.000 0.9634
0.618 0.9634
HIGH 0.9634
0.618 0.9634
0.500 0.9634
0.382 0.9634
LOW 0.9634
0.618 0.9634
1.000 0.9634
1.618 0.9634
2.618 0.9634
4.250 0.9634
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 0.9634 0.9668
PP 0.9634 0.9656
S1 0.9634 0.9645

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

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