CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 0.9367 0.9376 0.0009 0.1% 0.9590
High 0.9398 0.9483 0.0085 0.9% 0.9760
Low 0.9233 0.9352 0.0119 1.3% 0.9478
Close 0.9241 0.9480 0.0239 2.6% 0.9522
Range 0.0165 0.0131 -0.0034 -20.6% 0.0282
ATR 0.0135 0.0143 0.0008 5.7% 0.0000
Volume 92 96 4 4.3% 250
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9831 0.9787 0.9552
R3 0.9700 0.9656 0.9516
R2 0.9569 0.9569 0.9504
R1 0.9525 0.9525 0.9492 0.9547
PP 0.9438 0.9438 0.9438 0.9450
S1 0.9394 0.9394 0.9468 0.9416
S2 0.9307 0.9307 0.9456
S3 0.9176 0.9263 0.9444
S4 0.9045 0.9132 0.9408
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 0.9690 0.9233 0.0457 4.8% 0.0133 1.4% 54% False False 65
10 0.9867 0.9233 0.0634 6.7% 0.0146 1.5% 39% False False 59
20 1.0357 0.9233 0.1124 11.9% 0.0088 0.9% 22% False False 34
40 1.0511 0.9233 0.1278 13.5% 0.0044 0.5% 19% False False 19
60 1.0696 0.9233 0.1463 15.4% 0.0030 0.3% 17% False False 14
80 1.0696 0.9233 0.1463 15.4% 0.0022 0.2% 17% False False 10
100 1.0696 0.9233 0.1463 15.4% 0.0018 0.2% 17% False False 9
Crabel Price Patterns
NR True
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0040
2.618 0.9826
1.618 0.9695
1.000 0.9614
0.618 0.9564
HIGH 0.9483
0.618 0.9433
0.500 0.9418
0.382 0.9402
LOW 0.9352
0.618 0.9271
1.000 0.9221
1.618 0.9140
2.618 0.9009
4.250 0.8795
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 0.9459 0.9444
PP 0.9438 0.9408
S1 0.9418 0.9372

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

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