CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 0.9376 0.9472 0.0096 1.0% 0.9590
High 0.9483 0.9555 0.0072 0.8% 0.9760
Low 0.9352 0.9467 0.0115 1.2% 0.9478
Close 0.9480 0.9587 0.0107 1.1% 0.9522
Range 0.0131 0.0088 -0.0043 -32.8% 0.0282
ATR 0.0143 0.0139 -0.0004 -2.7% 0.0000
Volume 96 38 -58 -60.4% 250
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 0.9800 0.9782 0.9635
R3 0.9712 0.9694 0.9611
R2 0.9624 0.9624 0.9603
R1 0.9606 0.9606 0.9595 0.9615
PP 0.9536 0.9536 0.9536 0.9541
S1 0.9518 0.9518 0.9579 0.9527
S2 0.9448 0.9448 0.9571
S3 0.9360 0.9430 0.9563
S4 0.9272 0.9342 0.9539
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 0.9582 0.9233 0.0349 3.6% 0.0127 1.3% 101% False False 58
10 0.9760 0.9233 0.0527 5.5% 0.0120 1.3% 67% False False 58
20 1.0224 0.9233 0.0991 10.3% 0.0092 1.0% 36% False False 36
40 1.0511 0.9233 0.1278 13.3% 0.0046 0.5% 28% False False 20
60 1.0696 0.9233 0.1463 15.3% 0.0031 0.3% 24% False False 14
80 1.0696 0.9233 0.1463 15.3% 0.0023 0.2% 24% False False 11
100 1.0696 0.9233 0.1463 15.3% 0.0019 0.2% 24% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9929
2.618 0.9785
1.618 0.9697
1.000 0.9643
0.618 0.9609
HIGH 0.9555
0.618 0.9521
0.500 0.9511
0.382 0.9501
LOW 0.9467
0.618 0.9413
1.000 0.9379
1.618 0.9325
2.618 0.9237
4.250 0.9093
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 0.9562 0.9523
PP 0.9536 0.9458
S1 0.9511 0.9394

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

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