CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 1.0149 1.0116 -0.0033 -0.3% 1.0179
High 1.0149 1.0116 -0.0033 -0.3% 1.0233
Low 1.0149 1.0116 -0.0033 -0.3% 1.0062
Close 1.0149 1.0116 -0.0033 -0.3% 1.0080
Range
ATR 0.0082 0.0079 -0.0004 -4.3% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0116 1.0116 1.0116
R3 1.0116 1.0116 1.0116
R2 1.0116 1.0116 1.0116
R1 1.0116 1.0116 1.0116 1.0116
PP 1.0116 1.0116 1.0116 1.0116
S1 1.0116 1.0116 1.0116 1.0116
S2 1.0116 1.0116 1.0116
S3 1.0116 1.0116 1.0116
S4 1.0116 1.0116 1.0116
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0638 1.0530 1.0174
R3 1.0467 1.0359 1.0127
R2 1.0296 1.0296 1.0111
R1 1.0188 1.0188 1.0096 1.0157
PP 1.0125 1.0125 1.0125 1.0109
S1 1.0017 1.0017 1.0064 0.9986
S2 0.9954 0.9954 1.0049
S3 0.9783 0.9846 1.0033
S4 0.9612 0.9675 0.9986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0193 1.0080 0.0113 1.1% 0.0000 0.0% 32% False False 5
10 1.0233 1.0044 0.0189 1.9% 0.0000 0.0% 38% False False 5
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 1.0116
2.618 1.0116
1.618 1.0116
1.000 1.0116
0.618 1.0116
HIGH 1.0116
0.618 1.0116
0.500 1.0116
0.382 1.0116
LOW 1.0116
0.618 1.0116
1.000 1.0116
1.618 1.0116
2.618 1.0116
4.250 1.0116
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 1.0116 1.0155
PP 1.0116 1.0142
S1 1.0116 1.0129

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

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