CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 1.0355 1.0225 -0.0130 -1.3% 1.0552
High 1.0382 1.0225 -0.0157 -1.5% 1.0696
Low 1.0355 1.0225 -0.0130 -1.3% 1.0552
Close 1.0456 1.0225 -0.0231 -2.2% 1.0692
Range 0.0027 0.0000 -0.0027 -100.0% 0.0144
ATR 0.0063 0.0075 0.0012 19.0% 0.0000
Volume 2 8 6 300.0% 10
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0225 1.0225 1.0225
R3 1.0225 1.0225 1.0225
R2 1.0225 1.0225 1.0225
R1 1.0225 1.0225 1.0225 1.0225
PP 1.0225 1.0225 1.0225 1.0225
S1 1.0225 1.0225 1.0225 1.0225
S2 1.0225 1.0225 1.0225
S3 1.0225 1.0225 1.0225
S4 1.0225 1.0225 1.0225
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1079 1.1029 1.0771
R3 1.0935 1.0885 1.0732
R2 1.0791 1.0791 1.0718
R1 1.0741 1.0741 1.0705 1.0766
PP 1.0647 1.0647 1.0647 1.0659
S1 1.0597 1.0597 1.0679 1.0622
S2 1.0503 1.0503 1.0666
S3 1.0359 1.0453 1.0652
S4 1.0215 1.0309 1.0613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0692 1.0225 0.0467 4.6% 0.0005 0.1% 0% False True 3
10 1.0696 1.0225 0.0471 4.6% 0.0003 0.0% 0% False True 2
20 1.0696 1.0225 0.0471 4.6% 0.0001 0.0% 0% False True 1
40 1.0696 1.0100 0.0596 5.8% 0.0001 0.0% 21% False False 1
60 1.0696 1.0100 0.0596 5.8% 0.0000 0.0% 21% False False 1
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0225
2.618 1.0225
1.618 1.0225
1.000 1.0225
0.618 1.0225
HIGH 1.0225
0.618 1.0225
0.500 1.0225
0.382 1.0225
LOW 1.0225
0.618 1.0225
1.000 1.0225
1.618 1.0225
2.618 1.0225
4.250 1.0225
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 1.0225 1.0370
PP 1.0225 1.0322
S1 1.0225 1.0273

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

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