CME Australian Dollar Future March 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 0.9859 0.9796 -0.0063 -0.6% 1.0087
High 0.9877 0.9995 0.0118 1.2% 1.0100
Low 0.9783 0.9796 0.0013 0.1% 0.9761
Close 0.9819 0.9965 0.0146 1.5% 0.9858
Range 0.0094 0.0199 0.0105 111.7% 0.0339
ATR 0.0148 0.0152 0.0004 2.4% 0.0000
Volume 72,943 89,895 16,952 23.2% 259,643
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0516 1.0439 1.0074
R3 1.0317 1.0240 1.0020
R2 1.0118 1.0118 1.0001
R1 1.0041 1.0041 0.9983 1.0080
PP 0.9919 0.9919 0.9919 0.9938
S1 0.9842 0.9842 0.9947 0.9881
S2 0.9720 0.9720 0.9929
S3 0.9521 0.9643 0.9910
S4 0.9322 0.9444 0.9856
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0923 1.0730 1.0044
R3 1.0584 1.0391 0.9951
R2 1.0245 1.0245 0.9920
R1 1.0052 1.0052 0.9889 0.9979
PP 0.9906 0.9906 0.9906 0.9870
S1 0.9713 0.9713 0.9827 0.9640
S2 0.9567 0.9567 0.9796
S3 0.9228 0.9374 0.9765
S4 0.8889 0.9035 0.9672
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9995 0.9761 0.0234 2.3% 0.0138 1.4% 87% True False 73,112
10 1.0268 0.9761 0.0507 5.1% 0.0149 1.5% 40% False False 45,215
20 1.0268 0.9548 0.0720 7.2% 0.0152 1.5% 58% False False 24,257
40 1.0569 0.9548 0.1021 10.2% 0.0143 1.4% 41% False False 12,207
60 1.0569 0.9233 0.1336 13.4% 0.0137 1.4% 55% False False 8,159
80 1.0569 0.9233 0.1336 13.4% 0.0115 1.2% 55% False False 6,122
100 1.0648 0.9233 0.1415 14.2% 0.0092 0.9% 52% False False 4,899
120 1.0696 0.9233 0.1463 14.7% 0.0077 0.8% 50% False False 4,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0037
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0841
2.618 1.0516
1.618 1.0317
1.000 1.0194
0.618 1.0118
HIGH 0.9995
0.618 0.9919
0.500 0.9896
0.382 0.9872
LOW 0.9796
0.618 0.9673
1.000 0.9597
1.618 0.9474
2.618 0.9275
4.250 0.8950
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 0.9942 0.9940
PP 0.9919 0.9914
S1 0.9896 0.9889

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

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