CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 1.0476 1.0456 -0.0020 -0.2% 1.0196
High 1.0476 1.0456 -0.0020 -0.2% 1.0325
Low 1.0476 1.0456 -0.0020 -0.2% 1.0196
Close 1.0476 1.0456 -0.0020 -0.2% 1.0325
Range
ATR 0.0080 0.0076 -0.0004 -5.4% 0.0000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0456 1.0456 1.0456
R3 1.0456 1.0456 1.0456
R2 1.0456 1.0456 1.0456
R1 1.0456 1.0456 1.0456 1.0456
PP 1.0456 1.0456 1.0456 1.0456
S1 1.0456 1.0456 1.0456 1.0456
S2 1.0456 1.0456 1.0456
S3 1.0456 1.0456 1.0456
S4 1.0456 1.0456 1.0456
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0669 1.0626 1.0396
R3 1.0540 1.0497 1.0360
R2 1.0411 1.0411 1.0349
R1 1.0368 1.0368 1.0337 1.0390
PP 1.0282 1.0282 1.0282 1.0293
S1 1.0239 1.0239 1.0313 1.0261
S2 1.0153 1.0153 1.0301
S3 1.0024 1.0110 1.0290
S4 0.9895 0.9981 1.0254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0476 1.0201 0.0275 2.6% 0.0000 0.0% 93% False False 3
10 1.0476 1.0143 0.0333 3.2% 0.0000 0.0% 94% False False 3
20 1.0476 0.9853 0.0623 6.0% 0.0000 0.0% 97% False False 5
40 1.0696 0.9853 0.0843 8.1% 0.0001 0.0% 72% False False 3
60 1.0696 0.9853 0.0843 8.1% 0.0000 0.0% 72% False False 2
80 1.0696 0.9853 0.0843 8.1% 0.0000 0.0% 72% 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 1.0456
2.618 1.0456
1.618 1.0456
1.000 1.0456
0.618 1.0456
HIGH 1.0456
0.618 1.0456
0.500 1.0456
0.382 1.0456
LOW 1.0456
0.618 1.0456
1.000 1.0456
1.618 1.0456
2.618 1.0456
4.250 1.0456
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 1.0456 1.0450
PP 1.0456 1.0445
S1 1.0456 1.0439

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

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