CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 0.9859 0.9575 -0.0284 -2.9% 1.0059
High 0.9867 0.9651 -0.0216 -2.2% 1.0131
Low 0.9523 0.9531 0.0008 0.1% 0.9523
Close 0.9529 0.9547 0.0018 0.2% 0.9547
Range 0.0344 0.0120 -0.0224 -65.1% 0.0608
ATR 0.0125 0.0125 0.0000 -0.2% 0.0000
Volume 49 63 14 28.6% 176
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 0.9936 0.9862 0.9613
R3 0.9816 0.9742 0.9580
R2 0.9696 0.9696 0.9569
R1 0.9622 0.9622 0.9558 0.9599
PP 0.9576 0.9576 0.9576 0.9565
S1 0.9502 0.9502 0.9536 0.9479
S2 0.9456 0.9456 0.9525
S3 0.9336 0.9382 0.9514
S4 0.9216 0.9262 0.9481
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1558 1.1160 0.9881
R3 1.0950 1.0552 0.9714
R2 1.0342 1.0342 0.9658
R1 0.9944 0.9944 0.9603 0.9839
PP 0.9734 0.9734 0.9734 0.9681
S1 0.9336 0.9336 0.9491 0.9231
S2 0.9126 0.9126 0.9436
S3 0.8518 0.8728 0.9380
S4 0.7910 0.8120 0.9213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0131 0.9523 0.0608 6.4% 0.0152 1.6% 4% False False 35
10 1.0185 0.9523 0.0662 6.9% 0.0076 0.8% 4% False False 20
20 1.0511 0.9523 0.0988 10.3% 0.0038 0.4% 2% False False 11
40 1.0692 0.9523 0.1169 12.2% 0.0020 0.2% 2% False False 8
60 1.0696 0.9523 0.1173 12.3% 0.0013 0.1% 2% False False 6
80 1.0696 0.9523 0.1173 12.3% 0.0010 0.1% 2% False False 5
100 1.0696 0.9523 0.1173 12.3% 0.0008 0.1% 2% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0161
2.618 0.9965
1.618 0.9845
1.000 0.9771
0.618 0.9725
HIGH 0.9651
0.618 0.9605
0.500 0.9591
0.382 0.9577
LOW 0.9531
0.618 0.9457
1.000 0.9411
1.618 0.9337
2.618 0.9217
4.250 0.9021
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 0.9591 0.9809
PP 0.9576 0.9722
S1 0.9562 0.9634

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

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