CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 1.0222 1.0301 0.0079 0.8% 1.0127
High 1.0377 1.0367 -0.0010 -0.1% 1.0305
Low 1.0181 1.0287 0.0106 1.0% 1.0065
Close 1.0300 1.0347 0.0047 0.5% 1.0222
Range 0.0196 0.0080 -0.0116 -59.2% 0.0240
ATR 0.0126 0.0123 -0.0003 -2.6% 0.0000
Volume 0 121,716 121,716 493,158
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0574 1.0540 1.0391
R3 1.0494 1.0460 1.0369
R2 1.0414 1.0414 1.0362
R1 1.0380 1.0380 1.0354 1.0397
PP 1.0334 1.0334 1.0334 1.0342
S1 1.0300 1.0300 1.0340 1.0317
S2 1.0254 1.0254 1.0332
S3 1.0174 1.0220 1.0325
S4 1.0094 1.0140 1.0303
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0917 1.0810 1.0354
R3 1.0677 1.0570 1.0288
R2 1.0437 1.0437 1.0266
R1 1.0330 1.0330 1.0244 1.0384
PP 1.0197 1.0197 1.0197 1.0224
S1 1.0090 1.0090 1.0200 1.0144
S2 0.9957 0.9957 1.0178
S3 0.9717 0.9850 1.0156
S4 0.9477 0.9610 1.0090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0377 1.0158 0.0219 2.1% 0.0114 1.1% 86% False False 88,487
10 1.0377 1.0065 0.0312 3.0% 0.0109 1.1% 90% False False 91,561
20 1.0377 0.9783 0.0594 5.7% 0.0114 1.1% 95% False False 75,756
40 1.0377 0.9548 0.0829 8.0% 0.0132 1.3% 96% False False 45,945
60 1.0569 0.9548 0.1021 9.9% 0.0134 1.3% 78% False False 30,677
80 1.0569 0.9233 0.1336 12.9% 0.0132 1.3% 83% False False 23,024
100 1.0569 0.9233 0.1336 12.9% 0.0112 1.1% 83% False False 18,421
120 1.0692 0.9233 0.1459 14.1% 0.0093 0.9% 76% False False 15,351
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0707
2.618 1.0576
1.618 1.0496
1.000 1.0447
0.618 1.0416
HIGH 1.0367
0.618 1.0336
0.500 1.0327
0.382 1.0318
LOW 1.0287
0.618 1.0238
1.000 1.0207
1.618 1.0158
2.618 1.0078
4.250 0.9947
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 1.0340 1.0321
PP 1.0334 1.0294
S1 1.0327 1.0268

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

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