CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 1.0158 1.0124 -0.0034 -0.3% 1.0176
High 1.0158 1.0124 -0.0034 -0.3% 1.0285
Low 1.0158 1.0124 -0.0034 -0.3% 1.0176
Close 1.0158 1.0124 -0.0034 -0.3% 1.0285
Range
ATR 0.0064 0.0062 -0.0002 -3.4% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 1.0124 1.0124 1.0124
R3 1.0124 1.0124 1.0124
R2 1.0124 1.0124 1.0124
R1 1.0124 1.0124 1.0124 1.0124
PP 1.0124 1.0124 1.0124 1.0124
S1 1.0124 1.0124 1.0124 1.0124
S2 1.0124 1.0124 1.0124
S3 1.0124 1.0124 1.0124
S4 1.0124 1.0124 1.0124
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.0576 1.0539 1.0345
R3 1.0467 1.0430 1.0315
R2 1.0358 1.0358 1.0305
R1 1.0321 1.0321 1.0295 1.0340
PP 1.0249 1.0249 1.0249 1.0258
S1 1.0212 1.0212 1.0275 1.0231
S2 1.0140 1.0140 1.0265
S3 1.0031 1.0103 1.0255
S4 0.9922 0.9994 1.0225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0285 1.0124 0.0161 1.6% 0.0000 0.0% 0% False True 2
10 1.0285 1.0124 0.0161 1.6% 0.0000 0.0% 0% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0124
2.618 1.0124
1.618 1.0124
1.000 1.0124
0.618 1.0124
HIGH 1.0124
0.618 1.0124
0.500 1.0124
0.382 1.0124
LOW 1.0124
0.618 1.0124
1.000 1.0124
1.618 1.0124
2.618 1.0124
4.250 1.0124
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 1.0124 1.0141
PP 1.0124 1.0135
S1 1.0124 1.0130

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

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