CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 1.0652 1.0649 -0.0003 0.0% 1.0713
High 1.0737 1.0740 0.0003 0.0% 1.0795
Low 1.0596 1.0611 0.0015 0.1% 1.0594
Close 1.0646 1.0722 0.0076 0.7% 1.0619
Range 0.0141 0.0129 -0.0012 -8.5% 0.0201
ATR 0.0117 0.0118 0.0001 0.7% 0.0000
Volume 149,314 150,372 1,058 0.7% 530,739
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1078 1.1029 1.0793
R3 1.0949 1.0900 1.0757
R2 1.0820 1.0820 1.0746
R1 1.0771 1.0771 1.0734 1.0796
PP 1.0691 1.0691 1.0691 1.0703
S1 1.0642 1.0642 1.0710 1.0667
S2 1.0562 1.0562 1.0698
S3 1.0433 1.0513 1.0687
S4 1.0304 1.0384 1.0651
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1272 1.1147 1.0730
R3 1.1071 1.0946 1.0674
R2 1.0870 1.0870 1.0656
R1 1.0745 1.0745 1.0637 1.0707
PP 1.0669 1.0669 1.0669 1.0651
S1 1.0544 1.0544 1.0601 1.0506
S2 1.0468 1.0468 1.0582
S3 1.0267 1.0343 1.0564
S4 1.0066 1.0142 1.0508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0745 1.0588 0.0157 1.5% 0.0123 1.2% 85% False False 125,602
10 1.0795 1.0588 0.0207 1.9% 0.0112 1.0% 65% False False 117,271
20 1.0795 1.0315 0.0480 4.5% 0.0115 1.1% 85% False False 118,192
40 1.0795 0.9796 0.0999 9.3% 0.0114 1.1% 93% False False 97,505
60 1.0795 0.9548 0.1247 11.6% 0.0126 1.2% 94% False False 71,592
80 1.0795 0.9548 0.1247 11.6% 0.0128 1.2% 94% False False 53,732
100 1.0795 0.9233 0.1562 14.6% 0.0128 1.2% 95% False False 42,999
120 1.0795 0.9233 0.1562 14.6% 0.0113 1.1% 95% False False 35,834
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1288
2.618 1.1078
1.618 1.0949
1.000 1.0869
0.618 1.0820
HIGH 1.0740
0.618 1.0691
0.500 1.0676
0.382 1.0660
LOW 1.0611
0.618 1.0531
1.000 1.0482
1.618 1.0402
2.618 1.0273
4.250 1.0063
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 1.0707 1.0703
PP 1.0691 1.0683
S1 1.0676 1.0664

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

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