CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 1.0120 1.0185 0.0065 0.6% 1.0062
High 1.0120 1.0185 0.0065 0.6% 1.0185
Low 1.0120 1.0185 0.0065 0.6% 1.0000
Close 1.0120 1.0176 0.0056 0.6% 1.0176
Range
ATR 0.0091 0.0089 -0.0002 -2.0% 0.0000
Volume 13 10 -3 -23.1% 33
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0182 1.0179 1.0176
R3 1.0182 1.0179 1.0176
R2 1.0182 1.0182 1.0176
R1 1.0179 1.0179 1.0176 1.0181
PP 1.0182 1.0182 1.0182 1.0183
S1 1.0179 1.0179 1.0176 1.0181
S2 1.0182 1.0182 1.0176
S3 1.0182 1.0179 1.0176
S4 1.0182 1.0179 1.0176
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0675 1.0611 1.0278
R3 1.0490 1.0426 1.0227
R2 1.0305 1.0305 1.0210
R1 1.0241 1.0241 1.0193 1.0273
PP 1.0120 1.0120 1.0120 1.0137
S1 1.0056 1.0056 1.0159 1.0088
S2 0.9935 0.9935 1.0142
S3 0.9750 0.9871 1.0125
S4 0.9565 0.9686 1.0074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0185 1.0000 0.0185 1.8% 0.0000 0.0% 95% True False 6
10 1.0419 1.0000 0.0419 4.1% 0.0000 0.0% 42% False False 4
20 1.0511 1.0000 0.0511 5.0% 0.0000 0.0% 34% False False 3
40 1.0696 0.9853 0.0843 8.3% 0.0001 0.0% 38% False False 4
60 1.0696 0.9853 0.0843 8.3% 0.0000 0.0% 38% False False 3
80 1.0696 0.9853 0.0843 8.3% 0.0000 0.0% 38% False False 3
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 1.0185
2.618 1.0185
1.618 1.0185
1.000 1.0185
0.618 1.0185
HIGH 1.0185
0.618 1.0185
0.500 1.0185
0.382 1.0185
LOW 1.0185
0.618 1.0185
1.000 1.0185
1.618 1.0185
2.618 1.0185
4.250 1.0185
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 1.0185 1.0148
PP 1.0182 1.0120
S1 1.0179 1.0093

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

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