CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 1.0040 1.0055 0.0015 0.1% 0.9600
High 1.0040 1.0055 0.0015 0.1% 1.0060
Low 1.0040 1.0034 -0.0006 -0.1% 0.9600
Close 1.0040 1.0034 -0.0006 -0.1% 1.0034
Range 0.0000 0.0021 0.0021 0.0460
ATR 0.0097 0.0092 -0.0005 -5.6% 0.0000
Volume
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0104 1.0090 1.0046
R3 1.0083 1.0069 1.0040
R2 1.0062 1.0062 1.0038
R1 1.0048 1.0048 1.0036 1.0045
PP 1.0041 1.0041 1.0041 1.0039
S1 1.0027 1.0027 1.0032 1.0024
S2 1.0020 1.0020 1.0030
S3 0.9999 1.0006 1.0028
S4 0.9978 0.9985 1.0022
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.1278 1.1116 1.0287
R3 1.0818 1.0656 1.0161
R2 1.0358 1.0358 1.0118
R1 1.0196 1.0196 1.0076 1.0277
PP 0.9898 0.9898 0.9898 0.9939
S1 0.9736 0.9736 0.9992 0.9817
S2 0.9438 0.9438 0.9950
S3 0.8978 0.9276 0.9908
S4 0.8518 0.8816 0.9781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0060 0.9600 0.0460 4.6% 0.0024 0.2% 94% False False
10 1.0060 0.9496 0.0564 5.6% 0.0013 0.1% 95% False False
20 1.0158 0.9496 0.0662 6.6% 0.0007 0.1% 81% False False 3
40 1.0454 0.9496 0.0958 9.5% 0.0004 0.0% 56% False False 2
60 1.0454 0.9172 0.1282 12.8% 0.0003 0.0% 67% False False 3
80 1.0454 0.9172 0.1282 12.8% 0.0002 0.0% 67% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0144
2.618 1.0110
1.618 1.0089
1.000 1.0076
0.618 1.0068
HIGH 1.0055
0.618 1.0047
0.500 1.0045
0.382 1.0042
LOW 1.0034
0.618 1.0021
1.000 1.0013
1.618 1.0000
2.618 0.9979
4.250 0.9945
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 1.0045 1.0047
PP 1.0041 1.0043
S1 1.0038 1.0038

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

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