CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 1.0316 1.0232 -0.0084 -0.8% 1.0468
High 1.0319 1.0260 -0.0059 -0.6% 1.0533
Low 1.0140 1.0147 0.0007 0.1% 1.0297
Close 1.0147 1.0208 0.0061 0.6% 1.0317
Range 0.0179 0.0113 -0.0066 -36.9% 0.0236
ATR 0.0136 0.0134 -0.0002 -1.2% 0.0000
Volume 23,349 28,204 4,855 20.8% 49,404
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0544 1.0489 1.0270
R3 1.0431 1.0376 1.0239
R2 1.0318 1.0318 1.0229
R1 1.0263 1.0263 1.0218 1.0234
PP 1.0205 1.0205 1.0205 1.0191
S1 1.0150 1.0150 1.0198 1.0121
S2 1.0092 1.0092 1.0187
S3 0.9979 1.0037 1.0177
S4 0.9866 0.9924 1.0146
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1090 1.0940 1.0447
R3 1.0854 1.0704 1.0382
R2 1.0618 1.0618 1.0360
R1 1.0468 1.0468 1.0339 1.0425
PP 1.0382 1.0382 1.0382 1.0361
S1 1.0232 1.0232 1.0295 1.0189
S2 1.0146 1.0146 1.0274
S3 0.9910 0.9996 1.0252
S4 0.9674 0.9760 1.0187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0533 1.0140 0.0393 3.8% 0.0153 1.5% 17% False False 16,934
10 1.0630 1.0140 0.0490 4.8% 0.0127 1.2% 14% False False 10,361
20 1.0630 1.0140 0.0490 4.8% 0.0119 1.2% 14% False False 5,266
40 1.0875 0.9795 0.1080 10.6% 0.0133 1.3% 38% False False 2,722
60 1.0875 0.9795 0.1080 10.6% 0.0114 1.1% 38% False False 1,844
80 1.0875 0.9795 0.1080 10.6% 0.0093 0.9% 38% False False 1,388
100 1.0875 0.9795 0.1080 10.6% 0.0075 0.7% 38% False False 1,112
120 1.0875 0.9795 0.1080 10.6% 0.0063 0.6% 38% False False 927
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0740
2.618 1.0556
1.618 1.0443
1.000 1.0373
0.618 1.0330
HIGH 1.0260
0.618 1.0217
0.500 1.0204
0.382 1.0190
LOW 1.0147
0.618 1.0077
1.000 1.0034
1.618 0.9964
2.618 0.9851
4.250 0.9667
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 1.0207 1.0324
PP 1.0205 1.0285
S1 1.0204 1.0247

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

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