CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 1.0035 1.0069 0.0034 0.3% 0.9859
High 1.0090 1.0085 -0.0005 0.0% 1.0119
Low 1.0034 1.0053 0.0019 0.2% 0.9783
Close 1.0075 1.0083 0.0008 0.1% 1.0075
Range 0.0056 0.0032 -0.0024 -42.9% 0.0336
ATR 0.0142 0.0134 -0.0008 -5.5% 0.0000
Volume 30,893 18,102 -12,791 -41.4% 356,346
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0170 1.0158 1.0101
R3 1.0138 1.0126 1.0092
R2 1.0106 1.0106 1.0089
R1 1.0094 1.0094 1.0086 1.0100
PP 1.0074 1.0074 1.0074 1.0077
S1 1.0062 1.0062 1.0080 1.0068
S2 1.0042 1.0042 1.0077
S3 1.0010 1.0030 1.0074
S4 0.9978 0.9998 1.0065
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.1000 1.0874 1.0260
R3 1.0664 1.0538 1.0167
R2 1.0328 1.0328 1.0137
R1 1.0202 1.0202 1.0106 1.0265
PP 0.9992 0.9992 0.9992 1.0024
S1 0.9866 0.9866 1.0044 0.9929
S2 0.9656 0.9656 1.0013
S3 0.9320 0.9530 0.9983
S4 0.8984 0.9194 0.9890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0119 0.9796 0.0323 3.2% 0.0108 1.1% 89% False False 60,301
10 1.0119 0.9761 0.0358 3.6% 0.0121 1.2% 90% False False 61,636
20 1.0268 0.9757 0.0511 5.1% 0.0143 1.4% 64% False False 34,771
40 1.0490 0.9548 0.0942 9.3% 0.0139 1.4% 57% False False 17,486
60 1.0569 0.9233 0.1336 13.3% 0.0137 1.4% 64% False False 11,682
80 1.0569 0.9233 0.1336 13.3% 0.0119 1.2% 64% False False 8,767
100 1.0569 0.9233 0.1336 13.3% 0.0095 0.9% 64% False False 7,015
120 1.0696 0.9233 0.1463 14.5% 0.0080 0.8% 58% False False 5,846
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 1.0221
2.618 1.0169
1.618 1.0137
1.000 1.0117
0.618 1.0105
HIGH 1.0085
0.618 1.0073
0.500 1.0069
0.382 1.0065
LOW 1.0053
0.618 1.0033
1.000 1.0021
1.618 1.0001
2.618 0.9969
4.250 0.9917
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 1.0078 1.0065
PP 1.0074 1.0047
S1 1.0069 1.0029

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

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