CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 1.0350 1.0356 0.0006 0.1% 1.0647
High 1.0387 1.0378 -0.0009 -0.1% 1.0651
Low 1.0262 1.0224 -0.0038 -0.4% 1.0150
Close 1.0343 1.0327 -0.0016 -0.2% 1.0343
Range 0.0125 0.0154 0.0029 23.2% 0.0501
ATR 0.0190 0.0187 -0.0003 -1.3% 0.0000
Volume 108,692 89,495 -19,197 -17.7% 734,541
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0772 1.0703 1.0412
R3 1.0618 1.0549 1.0369
R2 1.0464 1.0464 1.0355
R1 1.0395 1.0395 1.0341 1.0353
PP 1.0310 1.0310 1.0310 1.0288
S1 1.0241 1.0241 1.0313 1.0199
S2 1.0156 1.0156 1.0299
S3 1.0002 1.0087 1.0285
S4 0.9848 0.9933 1.0242
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1884 1.1615 1.0619
R3 1.1383 1.1114 1.0481
R2 1.0882 1.0882 1.0435
R1 1.0613 1.0613 1.0389 1.0497
PP 1.0381 1.0381 1.0381 1.0324
S1 1.0112 1.0112 1.0297 0.9996
S2 0.9880 0.9880 1.0251
S3 0.9379 0.9611 1.0205
S4 0.8878 0.9110 1.0067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0507 1.0150 0.0357 3.5% 0.0193 1.9% 50% False False 139,144
10 1.0687 1.0150 0.0537 5.2% 0.0182 1.8% 33% False False 141,048
20 1.0687 0.9784 0.0903 8.7% 0.0186 1.8% 60% False False 140,313
40 1.0687 0.9302 0.1385 13.4% 0.0191 1.8% 74% False False 139,004
60 1.0687 0.9302 0.1385 13.4% 0.0167 1.6% 74% False False 93,956
80 1.0875 0.9302 0.1573 15.2% 0.0161 1.6% 65% False False 70,512
100 1.0875 0.9302 0.1573 15.2% 0.0144 1.4% 65% False False 56,427
120 1.0875 0.9302 0.1573 15.2% 0.0124 1.2% 65% False False 47,025
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1033
2.618 1.0781
1.618 1.0627
1.000 1.0532
0.618 1.0473
HIGH 1.0378
0.618 1.0319
0.500 1.0301
0.382 1.0283
LOW 1.0224
0.618 1.0129
1.000 1.0070
1.618 0.9975
2.618 0.9821
4.250 0.9570
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 1.0318 1.0309
PP 1.0310 1.0290
S1 1.0301 1.0272

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

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