CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 1.0075 0.9955 -0.0120 -1.2% 1.0155
High 1.0075 0.9955 -0.0120 -1.2% 1.0158
Low 1.0075 0.9955 -0.0120 -1.2% 0.9915
Close 1.0075 0.9955 -0.0120 -1.2% 1.0075
Range
ATR 0.0090 0.0092 0.0002 2.4% 0.0000
Volume 12 12 0 0.0% 36
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 0.9955 0.9955 0.9955
R3 0.9955 0.9955 0.9955
R2 0.9955 0.9955 0.9955
R1 0.9955 0.9955 0.9955 0.9955
PP 0.9955 0.9955 0.9955 0.9955
S1 0.9955 0.9955 0.9955 0.9955
S2 0.9955 0.9955 0.9955
S3 0.9955 0.9955 0.9955
S4 0.9955 0.9955 0.9955
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0778 1.0670 1.0209
R3 1.0535 1.0427 1.0142
R2 1.0292 1.0292 1.0120
R1 1.0184 1.0184 1.0097 1.0117
PP 1.0049 1.0049 1.0049 1.0016
S1 0.9941 0.9941 1.0053 0.9874
S2 0.9806 0.9806 1.0030
S3 0.9563 0.9698 1.0008
S4 0.9320 0.9455 0.9941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0158 0.9915 0.0243 2.4% 0.0000 0.0% 16% False False 9
10 1.0172 0.9915 0.0257 2.6% 0.0001 0.0% 16% False False 5
20 1.0454 0.9915 0.0539 5.4% 0.0001 0.0% 7% False False 3
40 1.0454 0.9172 0.1282 12.9% 0.0002 0.0% 61% False False 3
60 1.0454 0.9172 0.1282 12.9% 0.0001 0.0% 61% False False 4
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 0.9955
2.618 0.9955
1.618 0.9955
1.000 0.9955
0.618 0.9955
HIGH 0.9955
0.618 0.9955
0.500 0.9955
0.382 0.9955
LOW 0.9955
0.618 0.9955
1.000 0.9955
1.618 0.9955
2.618 0.9955
4.250 0.9955
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 0.9955 0.9995
PP 0.9955 0.9982
S1 0.9955 0.9968

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

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