CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 0.9584 0.9665 0.0081 0.8% 0.9735
High 0.9584 0.9665 0.0081 0.8% 0.9753
Low 0.9584 0.9665 0.0081 0.8% 0.9634
Close 0.9584 0.9665 0.0081 0.8% 0.9634
Range
ATR 0.0036 0.0039 0.0003 8.8% 0.0000
Volume 1 1 0 0.0% 123
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 0.9665 0.9665 0.9665
R3 0.9665 0.9665 0.9665
R2 0.9665 0.9665 0.9665
R1 0.9665 0.9665 0.9665 0.9665
PP 0.9665 0.9665 0.9665 0.9665
S1 0.9665 0.9665 0.9665 0.9665
S2 0.9665 0.9665 0.9665
S3 0.9665 0.9665 0.9665
S4 0.9665 0.9665 0.9665
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 0.9665 0.9584 0.0081 0.8% 0.0000 0.0% 100% True False 24
10 0.9753 0.9584 0.0169 1.7% 0.0000 0.0% 48% 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 0.9665
2.618 0.9665
1.618 0.9665
1.000 0.9665
0.618 0.9665
HIGH 0.9665
0.618 0.9665
0.500 0.9665
0.382 0.9665
LOW 0.9665
0.618 0.9665
1.000 0.9665
1.618 0.9665
2.618 0.9665
4.250 0.9665
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 0.9665 0.9652
PP 0.9665 0.9638
S1 0.9665 0.9625

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

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