CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 0.9489 0.9367 -0.0122 -1.3% 0.9590
High 0.9511 0.9398 -0.0113 -1.2% 0.9760
Low 0.9349 0.9233 -0.0116 -1.2% 0.9478
Close 0.9398 0.9241 -0.0157 -1.7% 0.9522
Range 0.0162 0.0165 0.0003 1.9% 0.0282
ATR 0.0133 0.0135 0.0002 1.7% 0.0000
Volume 43 92 49 114.0% 250
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9786 0.9678 0.9332
R3 0.9621 0.9513 0.9286
R2 0.9456 0.9456 0.9271
R1 0.9348 0.9348 0.9256 0.9320
PP 0.9291 0.9291 0.9291 0.9276
S1 0.9183 0.9183 0.9226 0.9155
S2 0.9126 0.9126 0.9211
S3 0.8961 0.9018 0.9196
S4 0.8796 0.8853 0.9150
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0433 1.0259 0.9677
R3 1.0151 0.9977 0.9600
R2 0.9869 0.9869 0.9574
R1 0.9695 0.9695 0.9548 0.9641
PP 0.9587 0.9587 0.9587 0.9560
S1 0.9413 0.9413 0.9496 0.9359
S2 0.9305 0.9305 0.9470
S3 0.9023 0.9131 0.9444
S4 0.8741 0.8849 0.9367
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9700 0.9233 0.0467 5.1% 0.0122 1.3% 2% False True 48
10 1.0095 0.9233 0.0862 9.3% 0.0153 1.7% 1% False True 54
20 1.0419 0.9233 0.1186 12.8% 0.0081 0.9% 1% False True 30
40 1.0511 0.9233 0.1278 13.8% 0.0040 0.4% 1% False True 17
60 1.0696 0.9233 0.1463 15.8% 0.0027 0.3% 1% False True 12
80 1.0696 0.9233 0.1463 15.8% 0.0021 0.2% 1% False True 9
100 1.0696 0.9233 0.1463 15.8% 0.0016 0.2% 1% False True 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0099
2.618 0.9830
1.618 0.9665
1.000 0.9563
0.618 0.9500
HIGH 0.9398
0.618 0.9335
0.500 0.9316
0.382 0.9296
LOW 0.9233
0.618 0.9131
1.000 0.9068
1.618 0.8966
2.618 0.8801
4.250 0.8532
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 0.9316 0.9408
PP 0.9291 0.9352
S1 0.9266 0.9297

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

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