CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 1.0126 1.0267 0.0141 1.4% 0.9975
High 1.0126 1.0267 0.0141 1.4% 1.0126
Low 1.0126 1.0267 0.0141 1.4% 0.9853
Close 1.0126 1.0267 0.0141 1.4% 1.0126
Range
ATR 0.0086 0.0090 0.0004 4.6% 0.0000
Volume 8 8 0 0.0% 40
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0267 1.0267 1.0267
R3 1.0267 1.0267 1.0267
R2 1.0267 1.0267 1.0267
R1 1.0267 1.0267 1.0267 1.0267
PP 1.0267 1.0267 1.0267 1.0267
S1 1.0267 1.0267 1.0267 1.0267
S2 1.0267 1.0267 1.0267
S3 1.0267 1.0267 1.0267
S4 1.0267 1.0267 1.0267
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0854 1.0763 1.0276
R3 1.0581 1.0490 1.0201
R2 1.0308 1.0308 1.0176
R1 1.0217 1.0217 1.0151 1.0263
PP 1.0035 1.0035 1.0035 1.0058
S1 0.9944 0.9944 1.0101 0.9990
S2 0.9762 0.9762 1.0076
S3 0.9489 0.9671 1.0051
S4 0.9216 0.9398 0.9976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0267 0.9853 0.0414 4.0% 0.0000 0.0% 100% True False 8
10 1.0515 0.9853 0.0662 6.4% 0.0003 0.0% 63% False False 6
20 1.0696 0.9853 0.0843 8.2% 0.0001 0.0% 49% False False 4
40 1.0696 0.9853 0.0843 8.2% 0.0001 0.0% 49% False False 2
60 1.0696 0.9853 0.0843 8.2% 0.0000 0.0% 49% False False 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 1.0267
2.618 1.0267
1.618 1.0267
1.000 1.0267
0.618 1.0267
HIGH 1.0267
0.618 1.0267
0.500 1.0267
0.382 1.0267
LOW 1.0267
0.618 1.0267
1.000 1.0267
1.618 1.0267
2.618 1.0267
4.250 1.0267
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 1.0267 1.0235
PP 1.0267 1.0203
S1 1.0267 1.0171

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

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