CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 1.0280 1.0175 -0.0105 -1.0% 1.0235
High 1.0282 1.0194 -0.0088 -0.9% 1.0350
Low 1.0151 1.0118 -0.0033 -0.3% 1.0118
Close 1.0185 1.0155 -0.0030 -0.3% 1.0155
Range 0.0131 0.0076 -0.0055 -42.0% 0.0232
ATR 0.0132 0.0128 -0.0004 -3.0% 0.0000
Volume 119,315 94,115 -25,200 -21.1% 362,582
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0384 1.0345 1.0197
R3 1.0308 1.0269 1.0176
R2 1.0232 1.0232 1.0169
R1 1.0193 1.0193 1.0162 1.0175
PP 1.0156 1.0156 1.0156 1.0146
S1 1.0117 1.0117 1.0148 1.0099
S2 1.0080 1.0080 1.0141
S3 1.0004 1.0041 1.0134
S4 0.9928 0.9965 1.0113
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0904 1.0761 1.0283
R3 1.0672 1.0529 1.0219
R2 1.0440 1.0440 1.0198
R1 1.0297 1.0297 1.0176 1.0253
PP 1.0208 1.0208 1.0208 1.0185
S1 1.0065 1.0065 1.0134 1.0021
S2 0.9976 0.9976 1.0112
S3 0.9744 0.9833 1.0091
S4 0.9512 0.9601 1.0027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0350 1.0040 0.0310 3.1% 0.0122 1.2% 37% False False 82,564
10 1.0350 0.9957 0.0393 3.9% 0.0102 1.0% 50% False False 63,347
20 1.0350 0.9761 0.0589 5.8% 0.0131 1.3% 67% False False 59,037
40 1.0350 0.9548 0.0802 7.9% 0.0135 1.3% 76% False False 30,600
60 1.0569 0.9548 0.1021 10.1% 0.0139 1.4% 59% False False 20,436
80 1.0569 0.9233 0.1336 13.2% 0.0130 1.3% 69% False False 15,340
100 1.0569 0.9233 0.1336 13.2% 0.0104 1.0% 69% False False 12,272
120 1.0696 0.9233 0.1463 14.4% 0.0087 0.9% 63% False False 10,228
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0026
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0517
2.618 1.0393
1.618 1.0317
1.000 1.0270
0.618 1.0241
HIGH 1.0194
0.618 1.0165
0.500 1.0156
0.382 1.0147
LOW 1.0118
0.618 1.0071
1.000 1.0042
1.618 0.9995
2.618 0.9919
4.250 0.9795
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 1.0156 1.0209
PP 1.0156 1.0191
S1 1.0155 1.0173

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

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