CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 1.0051 1.0005 -0.0046 -0.5% 0.9859
High 1.0113 1.0062 -0.0051 -0.5% 1.0119
Low 0.9980 0.9957 -0.0023 -0.2% 0.9783
Close 1.0002 1.0041 0.0039 0.4% 1.0075
Range 0.0133 0.0105 -0.0028 -21.1% 0.0336
ATR 0.0134 0.0132 -0.0002 -1.5% 0.0000
Volume 62,296 50,690 -11,606 -18.6% 356,346
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0335 1.0293 1.0099
R3 1.0230 1.0188 1.0070
R2 1.0125 1.0125 1.0060
R1 1.0083 1.0083 1.0051 1.0104
PP 1.0020 1.0020 1.0020 1.0031
S1 0.9978 0.9978 1.0031 0.9999
S2 0.9915 0.9915 1.0022
S3 0.9810 0.9873 1.0012
S4 0.9705 0.9768 0.9983
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 1.0113 0.9957 0.0156 1.6% 0.0083 0.8% 54% False True 44,129
10 1.0119 0.9761 0.0358 3.6% 0.0111 1.1% 78% False False 64,269
20 1.0268 0.9761 0.0507 5.0% 0.0126 1.3% 55% False False 40,040
40 1.0290 0.9548 0.0742 7.4% 0.0135 1.3% 66% False False 20,302
60 1.0569 0.9352 0.1217 12.1% 0.0136 1.4% 57% False False 13,563
80 1.0569 0.9233 0.1336 13.3% 0.0122 1.2% 60% False False 10,180
100 1.0569 0.9233 0.1336 13.3% 0.0098 1.0% 60% False False 8,145
120 1.0696 0.9233 0.1463 14.6% 0.0082 0.8% 55% False False 6,787
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0508
2.618 1.0337
1.618 1.0232
1.000 1.0167
0.618 1.0127
HIGH 1.0062
0.618 1.0022
0.500 1.0010
0.382 0.9997
LOW 0.9957
0.618 0.9892
1.000 0.9852
1.618 0.9787
2.618 0.9682
4.250 0.9511
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 1.0031 1.0039
PP 1.0020 1.0037
S1 1.0010 1.0035

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

View Archives - Comment on this page... - Back to Index of Symbols