CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 1.0311 1.0425 0.0114 1.1% 1.0470
High 1.0450 1.0437 -0.0013 -0.1% 1.0485
Low 1.0311 1.0303 -0.0008 -0.1% 1.0348
Close 1.0443 1.0299 -0.0144 -1.4% 1.0316
Range 0.0139 0.0134 -0.0005 -3.6% 0.0137
ATR 0.0057 0.0063 0.0006 10.4% 0.0000
Volume 12 52 40 333.3% 22
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0748 1.0658 1.0373
R3 1.0614 1.0524 1.0336
R2 1.0480 1.0480 1.0324
R1 1.0390 1.0390 1.0311 1.0368
PP 1.0346 1.0346 1.0346 1.0336
S1 1.0256 1.0256 1.0287 1.0234
S2 1.0212 1.0212 1.0274
S3 1.0078 1.0122 1.0262
S4 0.9944 0.9988 1.0225
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0794 1.0692 1.0391
R3 1.0657 1.0555 1.0354
R2 1.0520 1.0520 1.0341
R1 1.0418 1.0418 1.0329 1.0401
PP 1.0383 1.0383 1.0383 1.0374
S1 1.0281 1.0281 1.0303 1.0264
S2 1.0246 1.0246 1.0291
S3 1.0109 1.0144 1.0278
S4 0.9972 1.0007 1.0241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0450 1.0290 0.0160 1.6% 0.0055 0.5% 6% False False 15
10 1.0485 1.0290 0.0195 1.9% 0.0039 0.4% 5% False False 10
20 1.0485 1.0200 0.0285 2.8% 0.0020 0.2% 35% False False 9
40 1.0651 1.0190 0.0461 4.5% 0.0012 0.1% 24% False False 8
60 1.0651 0.9786 0.0865 8.4% 0.0009 0.1% 59% False False 6
80 1.0651 0.9483 0.1168 11.3% 0.0007 0.1% 70% False False 5
Crabel Price Patterns
NR True
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1007
2.618 1.0788
1.618 1.0654
1.000 1.0571
0.618 1.0520
HIGH 1.0437
0.618 1.0386
0.500 1.0370
0.382 1.0354
LOW 1.0303
0.618 1.0220
1.000 1.0169
1.618 1.0086
2.618 0.9952
4.250 0.9734
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 1.0370 1.0370
PP 1.0346 1.0346
S1 1.0323 1.0323

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

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