CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 1.0226 1.0000 -0.0226 -2.2% 1.0829
High 1.0226 1.0218 -0.0008 -0.1% 1.0866
Low 1.0034 0.9962 -0.0072 -0.7% 1.0222
Close 1.0109 1.0159 0.0050 0.5% 1.0311
Range 0.0192 0.0256 0.0064 33.3% 0.0644
ATR 0.0157 0.0165 0.0007 4.5% 0.0000
Volume 811 138 -673 -83.0% 961
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0881 1.0776 1.0300
R3 1.0625 1.0520 1.0229
R2 1.0369 1.0369 1.0206
R1 1.0264 1.0264 1.0182 1.0317
PP 1.0113 1.0113 1.0113 1.0139
S1 1.0008 1.0008 1.0136 1.0061
S2 0.9857 0.9857 1.0112
S3 0.9601 0.9752 1.0089
S4 0.9345 0.9496 1.0018
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.2398 1.1999 1.0665
R3 1.1754 1.1355 1.0488
R2 1.1110 1.1110 1.0429
R1 1.0711 1.0711 1.0370 1.0589
PP 1.0466 1.0466 1.0466 1.0405
S1 1.0067 1.0067 1.0252 0.9945
S2 0.9822 0.9822 1.0193
S3 0.9178 0.9423 1.0134
S4 0.8534 0.8779 0.9957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0361 0.9795 0.0566 5.6% 0.0247 2.4% 64% False False 362
10 1.0866 0.9795 0.1071 10.5% 0.0202 2.0% 34% False False 269
20 1.0875 0.9795 0.1080 10.6% 0.0146 1.4% 34% False False 183
40 1.0875 0.9795 0.1080 10.6% 0.0112 1.1% 34% False False 134
60 1.0875 0.9795 0.1080 10.6% 0.0081 0.8% 34% False False 92
80 1.0875 0.9795 0.1080 10.6% 0.0062 0.6% 34% False False 71
100 1.0875 0.9786 0.1089 10.7% 0.0050 0.5% 34% False False 57
120 1.0875 0.9483 0.1392 13.7% 0.0042 0.4% 49% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1306
2.618 1.0888
1.618 1.0632
1.000 1.0474
0.618 1.0376
HIGH 1.0218
0.618 1.0120
0.500 1.0090
0.382 1.0060
LOW 0.9962
0.618 0.9804
1.000 0.9706
1.618 0.9548
2.618 0.9292
4.250 0.8874
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 1.0136 1.0110
PP 1.0113 1.0060
S1 1.0090 1.0011

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

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