CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 0.9983 0.9906 -0.0077 -0.8% 1.0083
High 1.0028 0.9906 -0.0122 -1.2% 1.0086
Low 0.9983 0.9880 -0.0103 -1.0% 0.9983
Close 1.0028 0.9880 -0.0148 -1.5% 1.0028
Range 0.0045 0.0026 -0.0019 -42.2% 0.0103
ATR 0.0081 0.0085 0.0005 6.0% 0.0000
Volume 0 2 2 5
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 0.9967 0.9949 0.9894
R3 0.9941 0.9923 0.9887
R2 0.9915 0.9915 0.9885
R1 0.9897 0.9897 0.9882 0.9893
PP 0.9889 0.9889 0.9889 0.9887
S1 0.9871 0.9871 0.9878 0.9867
S2 0.9863 0.9863 0.9875
S3 0.9837 0.9845 0.9873
S4 0.9811 0.9819 0.9866
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0341 1.0288 1.0085
R3 1.0238 1.0185 1.0056
R2 1.0135 1.0135 1.0047
R1 1.0082 1.0082 1.0037 1.0057
PP 1.0032 1.0032 1.0032 1.0020
S1 0.9979 0.9979 1.0019 0.9954
S2 0.9929 0.9929 1.0009
S3 0.9826 0.9876 1.0000
S4 0.9723 0.9773 0.9971
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0086 0.9880 0.0206 2.1% 0.0023 0.2% 0% False True
10 1.0086 0.9833 0.0253 2.6% 0.0014 0.1% 19% False False
20 1.0086 0.9496 0.0590 6.0% 0.0012 0.1% 65% False False 1
40 1.0454 0.9496 0.0958 9.7% 0.0007 0.1% 40% False False 2
60 1.0454 0.9172 0.1282 13.0% 0.0005 0.1% 55% False False 2
80 1.0454 0.9172 0.1282 13.0% 0.0004 0.0% 55% False False 3
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0017
2.618 0.9974
1.618 0.9948
1.000 0.9932
0.618 0.9922
HIGH 0.9906
0.618 0.9896
0.500 0.9893
0.382 0.9890
LOW 0.9880
0.618 0.9864
1.000 0.9854
1.618 0.9838
2.618 0.9812
4.250 0.9770
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 0.9893 0.9954
PP 0.9889 0.9929
S1 0.9884 0.9905

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

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