CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 0.9787 0.9802 0.0015 0.2% 0.9906
High 0.9787 0.9900 0.0113 1.2% 0.9937
Low 0.9744 0.9790 0.0046 0.5% 0.9716
Close 0.9744 0.9887 0.0143 1.5% 0.9782
Range 0.0043 0.0110 0.0067 155.8% 0.0221
ATR 0.0080 0.0086 0.0005 6.7% 0.0000
Volume 2 2 0 0.0% 11
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0189 1.0148 0.9948
R3 1.0079 1.0038 0.9917
R2 0.9969 0.9969 0.9907
R1 0.9928 0.9928 0.9897 0.9949
PP 0.9859 0.9859 0.9859 0.9869
S1 0.9818 0.9818 0.9877 0.9839
S2 0.9749 0.9749 0.9867
S3 0.9639 0.9708 0.9857
S4 0.9529 0.9598 0.9827
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0475 1.0349 0.9904
R3 1.0254 1.0128 0.9843
R2 1.0033 1.0033 0.9823
R1 0.9907 0.9907 0.9802 0.9860
PP 0.9812 0.9812 0.9812 0.9788
S1 0.9686 0.9686 0.9762 0.9639
S2 0.9591 0.9591 0.9741
S3 0.9370 0.9465 0.9721
S4 0.9149 0.9244 0.9660
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9900 0.9716 0.0184 1.9% 0.0061 0.6% 93% True False 2
10 1.0086 0.9716 0.0370 3.7% 0.0047 0.5% 46% False False 1
20 1.0086 0.9496 0.0590 6.0% 0.0032 0.3% 66% False False 1
40 1.0454 0.9496 0.0958 9.7% 0.0017 0.2% 41% False False 2
60 1.0454 0.9172 0.1282 13.0% 0.0011 0.1% 56% False False 2
80 1.0454 0.9172 0.1282 13.0% 0.0009 0.1% 56% False False 3
100 1.0533 0.9172 0.1361 13.8% 0.0008 0.1% 53% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0368
2.618 1.0188
1.618 1.0078
1.000 1.0010
0.618 0.9968
HIGH 0.9900
0.618 0.9858
0.500 0.9845
0.382 0.9832
LOW 0.9790
0.618 0.9722
1.000 0.9680
1.618 0.9612
2.618 0.9502
4.250 0.9323
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 0.9873 0.9865
PP 0.9859 0.9844
S1 0.9845 0.9822

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

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