CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 1.0525 1.0566 0.0041 0.4% 1.0556
High 1.0554 1.0568 0.0014 0.1% 1.0568
Low 1.0525 1.0503 -0.0022 -0.2% 1.0446
Close 1.0558 1.0530 -0.0028 -0.3% 1.0530
Range 0.0029 0.0065 0.0036 124.1% 0.0122
ATR 0.0083 0.0082 -0.0001 -1.5% 0.0000
Volume 8 13 5 62.5% 212
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0729 1.0694 1.0566
R3 1.0664 1.0629 1.0548
R2 1.0599 1.0599 1.0542
R1 1.0564 1.0564 1.0536 1.0549
PP 1.0534 1.0534 1.0534 1.0526
S1 1.0499 1.0499 1.0524 1.0484
S2 1.0469 1.0469 1.0518
S3 1.0404 1.0434 1.0512
S4 1.0339 1.0369 1.0494
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0881 1.0827 1.0597
R3 1.0759 1.0705 1.0564
R2 1.0637 1.0637 1.0552
R1 1.0583 1.0583 1.0541 1.0549
PP 1.0515 1.0515 1.0515 1.0498
S1 1.0461 1.0461 1.0519 1.0427
S2 1.0393 1.0393 1.0508
S3 1.0271 1.0339 1.0496
S4 1.0149 1.0217 1.0463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0568 1.0446 0.0122 1.2% 0.0070 0.7% 69% True False 61
10 1.0568 1.0189 0.0379 3.6% 0.0074 0.7% 90% True False 96
20 1.0568 1.0189 0.0379 3.6% 0.0074 0.7% 90% True False 79
40 1.0568 1.0189 0.0379 3.6% 0.0040 0.4% 90% True False 43
60 1.0651 1.0170 0.0481 4.6% 0.0028 0.3% 75% False False 30
80 1.0651 0.9483 0.1168 11.1% 0.0022 0.2% 90% False False 23
100 1.0651 0.9483 0.1168 11.1% 0.0017 0.2% 90% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0844
2.618 1.0738
1.618 1.0673
1.000 1.0633
0.618 1.0608
HIGH 1.0568
0.618 1.0543
0.500 1.0536
0.382 1.0528
LOW 1.0503
0.618 1.0463
1.000 1.0438
1.618 1.0398
2.618 1.0333
4.250 1.0227
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 1.0536 1.0525
PP 1.0534 1.0520
S1 1.0532 1.0515

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

View Archives - Comment on this page... - Back to Index of Symbols