CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 1.0790 1.0714 -0.0076 -0.7% 1.0684
High 1.0799 1.0723 -0.0076 -0.7% 1.0833
Low 1.0708 1.0639 -0.0069 -0.6% 1.0625
Close 1.0719 1.0651 -0.0068 -0.6% 1.0719
Range 0.0091 0.0084 -0.0007 -7.7% 0.0208
ATR 0.0111 0.0109 -0.0002 -1.7% 0.0000
Volume 90,966 113,103 22,137 24.3% 581,001
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0923 1.0871 1.0697
R3 1.0839 1.0787 1.0674
R2 1.0755 1.0755 1.0666
R1 1.0703 1.0703 1.0659 1.0687
PP 1.0671 1.0671 1.0671 1.0663
S1 1.0619 1.0619 1.0643 1.0603
S2 1.0587 1.0587 1.0636
S3 1.0503 1.0535 1.0628
S4 1.0419 1.0451 1.0605
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1350 1.1242 1.0833
R3 1.1142 1.1034 1.0776
R2 1.0934 1.0934 1.0757
R1 1.0826 1.0826 1.0738 1.0880
PP 1.0726 1.0726 1.0726 1.0753
S1 1.0618 1.0618 1.0700 1.0672
S2 1.0518 1.0518 1.0681
S3 1.0310 1.0410 1.0662
S4 1.0102 1.0202 1.0605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0833 1.0639 0.0194 1.8% 0.0092 0.9% 6% False True 116,224
10 1.0833 1.0569 0.0264 2.5% 0.0103 1.0% 31% False False 118,496
20 1.0833 1.0569 0.0264 2.5% 0.0107 1.0% 31% False False 116,688
40 1.0833 1.0065 0.0768 7.2% 0.0109 1.0% 76% False False 111,321
60 1.0833 0.9761 0.1072 10.1% 0.0116 1.1% 83% False False 92,472
80 1.0833 0.9548 0.1285 12.1% 0.0122 1.1% 86% False False 69,786
100 1.0833 0.9548 0.1285 12.1% 0.0126 1.2% 86% False False 55,849
120 1.0833 0.9233 0.1600 15.0% 0.0122 1.1% 89% False False 46,549
Crabel Price Patterns
NR True
NR4 True
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 0.0030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1080
2.618 1.0943
1.618 1.0859
1.000 1.0807
0.618 1.0775
HIGH 1.0723
0.618 1.0691
0.500 1.0681
0.382 1.0671
LOW 1.0639
0.618 1.0587
1.000 1.0555
1.618 1.0503
2.618 1.0419
4.250 1.0282
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 1.0681 1.0719
PP 1.0671 1.0696
S1 1.0661 1.0674

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

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