CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 0.9680 0.9909 0.0229 2.4% 0.9589
High 0.9930 0.9928 -0.0002 0.0% 0.9795
Low 0.9671 0.9823 0.0152 1.6% 0.9302
Close 0.9928 0.9903 -0.0025 -0.3% 0.9700
Range 0.0259 0.0105 -0.0154 -59.5% 0.0493
ATR 0.0186 0.0180 -0.0006 -3.1% 0.0000
Volume 97,000 113,869 16,869 17.4% 871,770
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0200 1.0156 0.9961
R3 1.0095 1.0051 0.9932
R2 0.9990 0.9990 0.9922
R1 0.9946 0.9946 0.9913 0.9916
PP 0.9885 0.9885 0.9885 0.9869
S1 0.9841 0.9841 0.9893 0.9811
S2 0.9780 0.9780 0.9884
S3 0.9675 0.9736 0.9874
S4 0.9570 0.9631 0.9845
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1078 1.0882 0.9971
R3 1.0585 1.0389 0.9836
R2 1.0092 1.0092 0.9790
R1 0.9896 0.9896 0.9745 0.9994
PP 0.9599 0.9599 0.9599 0.9648
S1 0.9403 0.9403 0.9655 0.9501
S2 0.9106 0.9106 0.9610
S3 0.8613 0.8910 0.9564
S4 0.8120 0.8417 0.9429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9930 0.9322 0.0608 6.1% 0.0183 1.8% 96% False False 142,523
10 0.9930 0.9302 0.0628 6.3% 0.0181 1.8% 96% False False 148,668
20 1.0285 0.9302 0.0983 9.9% 0.0195 2.0% 61% False False 141,978
40 1.0630 0.9302 0.1328 13.4% 0.0157 1.6% 45% False False 73,622
60 1.0875 0.9302 0.1573 15.9% 0.0153 1.5% 38% False False 49,141
80 1.0875 0.9302 0.1573 15.9% 0.0134 1.4% 38% False False 36,877
100 1.0875 0.9302 0.1573 15.9% 0.0113 1.1% 38% False False 29,506
120 1.0875 0.9302 0.1573 15.9% 0.0095 1.0% 38% False False 24,590
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0042
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0374
2.618 1.0203
1.618 1.0098
1.000 1.0033
0.618 0.9993
HIGH 0.9928
0.618 0.9888
0.500 0.9876
0.382 0.9863
LOW 0.9823
0.618 0.9758
1.000 0.9718
1.618 0.9653
2.618 0.9548
4.250 0.9377
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 0.9894 0.9865
PP 0.9885 0.9826
S1 0.9876 0.9788

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

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