CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 0.9723 0.9801 0.0078 0.8% 0.9602
High 0.9723 0.9801 0.0078 0.8% 0.9801
Low 0.9723 0.9801 0.0078 0.8% 0.9602
Close 0.9723 0.9801 0.0078 0.8% 0.9801
Range
ATR 0.0051 0.0053 0.0002 3.8% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 0.9801 0.9801 0.9801
R3 0.9801 0.9801 0.9801
R2 0.9801 0.9801 0.9801
R1 0.9801 0.9801 0.9801 0.9801
PP 0.9801 0.9801 0.9801 0.9801
S1 0.9801 0.9801 0.9801 0.9801
S2 0.9801 0.9801 0.9801
S3 0.9801 0.9801 0.9801
S4 0.9801 0.9801 0.9801
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0332 1.0265 0.9910
R3 1.0133 1.0066 0.9856
R2 0.9934 0.9934 0.9837
R1 0.9867 0.9867 0.9819 0.9901
PP 0.9735 0.9735 0.9735 0.9751
S1 0.9668 0.9668 0.9783 0.9702
S2 0.9536 0.9536 0.9765
S3 0.9337 0.9469 0.9746
S4 0.9138 0.9270 0.9692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9801 0.9602 0.0199 2.0% 0.0000 0.0% 100% True False 1
10 0.9801 0.9584 0.0217 2.2% 0.0000 0.0% 100% True False 6
20 0.9801 0.9539 0.0262 2.7% 0.0000 0.0% 100% True False 6
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 0.9801
2.618 0.9801
1.618 0.9801
1.000 0.9801
0.618 0.9801
HIGH 0.9801
0.618 0.9801
0.500 0.9801
0.382 0.9801
LOW 0.9801
0.618 0.9801
1.000 0.9801
1.618 0.9801
2.618 0.9801
4.250 0.9801
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 0.9801 0.9775
PP 0.9801 0.9748
S1 0.9801 0.9722

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

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