CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 1.0200 1.0360 0.0160 1.6% 1.0299
High 1.0200 1.0360 0.0160 1.6% 1.0408
Low 1.0200 1.0360 0.0160 1.6% 1.0299
Close 1.0244 1.0363 0.0119 1.2% 1.0408
Range
ATR 0.0064 0.0068 0.0004 5.8% 0.0000
Volume 3 1 -2 -66.7% 60
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 1.0361 1.0362 1.0363
R3 1.0361 1.0362 1.0363
R2 1.0361 1.0361 1.0363
R1 1.0362 1.0362 1.0363 1.0362
PP 1.0361 1.0361 1.0361 1.0361
S1 1.0362 1.0362 1.0363 1.0362
S2 1.0361 1.0361 1.0363
S3 1.0361 1.0362 1.0363
S4 1.0361 1.0362 1.0363
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 1.0200 0.0208 2.0% 0.0000 0.0% 78% False False 8
10 1.0408 1.0200 0.0208 2.0% 0.0000 0.0% 78% False False 10
20 1.0651 1.0200 0.0451 4.4% 0.0004 0.0% 36% False False 10
40 1.0651 1.0015 0.0636 6.1% 0.0002 0.0% 55% False False 6
60 1.0651 0.9483 0.1168 11.3% 0.0002 0.0% 75% False False 5
80 1.0651 0.9483 0.1168 11.3% 0.0002 0.0% 75% 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 1.0360
2.618 1.0360
1.618 1.0360
1.000 1.0360
0.618 1.0360
HIGH 1.0360
0.618 1.0360
0.500 1.0360
0.382 1.0360
LOW 1.0360
0.618 1.0360
1.000 1.0360
1.618 1.0360
2.618 1.0360
4.250 1.0360
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 1.0362 1.0335
PP 1.0361 1.0308
S1 1.0360 1.0280

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

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