CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 1.0503 1.0537 0.0034 0.3% 1.0714
High 1.0554 1.0551 -0.0003 0.0% 1.0723
Low 1.0478 1.0421 -0.0057 -0.5% 1.0495
Close 1.0500 1.0437 -0.0063 -0.6% 1.0563
Range 0.0076 0.0130 0.0054 71.1% 0.0228
ATR 0.0109 0.0110 0.0002 1.4% 0.0000
Volume 156,884 168,668 11,784 7.5% 706,237
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0860 1.0778 1.0509
R3 1.0730 1.0648 1.0473
R2 1.0600 1.0600 1.0461
R1 1.0518 1.0518 1.0449 1.0494
PP 1.0470 1.0470 1.0470 1.0458
S1 1.0388 1.0388 1.0425 1.0364
S2 1.0340 1.0340 1.0413
S3 1.0210 1.0258 1.0401
S4 1.0080 1.0128 1.0366
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1278 1.1148 1.0688
R3 1.1050 1.0920 1.0626
R2 1.0822 1.0822 1.0605
R1 1.0692 1.0692 1.0584 1.0643
PP 1.0594 1.0594 1.0594 1.0569
S1 1.0464 1.0464 1.0542 1.0415
S2 1.0366 1.0366 1.0521
S3 1.0138 1.0236 1.0500
S4 0.9910 1.0008 1.0438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0659 1.0421 0.0238 2.3% 0.0109 1.0% 7% False True 152,055
10 1.0799 1.0421 0.0378 3.6% 0.0106 1.0% 4% False True 137,819
20 1.0833 1.0421 0.0412 3.9% 0.0110 1.1% 4% False True 132,188
40 1.0833 1.0287 0.0546 5.2% 0.0109 1.0% 27% False False 123,095
60 1.0833 0.9783 0.1050 10.1% 0.0111 1.1% 62% False False 106,941
80 1.0833 0.9548 0.1285 12.3% 0.0121 1.2% 69% False False 83,004
100 1.0833 0.9548 0.1285 12.3% 0.0125 1.2% 69% False False 66,428
120 1.0833 0.9233 0.1600 15.3% 0.0126 1.2% 75% False False 55,367
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1104
2.618 1.0891
1.618 1.0761
1.000 1.0681
0.618 1.0631
HIGH 1.0551
0.618 1.0501
0.500 1.0486
0.382 1.0471
LOW 1.0421
0.618 1.0341
1.000 1.0291
1.618 1.0211
2.618 1.0081
4.250 0.9869
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 1.0486 1.0494
PP 1.0470 1.0475
S1 1.0453 1.0456

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

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