CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 1.0408 1.0247 -0.0161 -1.5% 1.0299
High 1.0408 1.0247 -0.0161 -1.5% 1.0408
Low 1.0408 1.0247 -0.0161 -1.5% 1.0299
Close 1.0408 1.0247 -0.0161 -1.5% 1.0408
Range
ATR 0.0057 0.0064 0.0007 13.2% 0.0000
Volume 12 12 0 0.0% 60
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 1.0247 1.0247 1.0247
R3 1.0247 1.0247 1.0247
R2 1.0247 1.0247 1.0247
R1 1.0247 1.0247 1.0247 1.0247
PP 1.0247 1.0247 1.0247 1.0247
S1 1.0247 1.0247 1.0247 1.0247
S2 1.0247 1.0247 1.0247
S3 1.0247 1.0247 1.0247
S4 1.0247 1.0247 1.0247
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.0699 1.0662 1.0468
R3 1.0590 1.0553 1.0438
R2 1.0481 1.0481 1.0428
R1 1.0444 1.0444 1.0418 1.0463
PP 1.0372 1.0372 1.0372 1.0381
S1 1.0335 1.0335 1.0398 1.0354
S2 1.0263 1.0263 1.0388
S3 1.0154 1.0226 1.0378
S4 1.0045 1.0117 1.0348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0408 1.0247 0.0161 1.6% 0.0000 0.0% 0% False True 12
10 1.0515 1.0247 0.0268 2.6% 0.0000 0.0% 0% False True 12
20 1.0651 1.0247 0.0404 3.9% 0.0004 0.0% 0% False True 9
40 1.0651 0.9944 0.0707 6.9% 0.0002 0.0% 43% False False 5
60 1.0651 0.9483 0.1168 11.4% 0.0002 0.0% 65% False False 4
80 1.0651 0.9483 0.1168 11.4% 0.0002 0.0% 65% False False 5
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 1.0247
2.618 1.0247
1.618 1.0247
1.000 1.0247
0.618 1.0247
HIGH 1.0247
0.618 1.0247
0.500 1.0247
0.382 1.0247
LOW 1.0247
0.618 1.0247
1.000 1.0247
1.618 1.0247
2.618 1.0247
4.250 1.0247
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 1.0247 1.0328
PP 1.0247 1.0301
S1 1.0247 1.0274

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

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