CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 0.9841 0.9760 -0.0081 -0.8% 1.0083
High 0.9841 0.9760 -0.0081 -0.8% 1.0086
Low 0.9716 0.9741 0.0025 0.3% 0.9983
Close 0.9716 0.9741 0.0025 0.3% 1.0028
Range 0.0125 0.0019 -0.0106 -84.8% 0.0103
ATR 0.0089 0.0086 -0.0003 -3.6% 0.0000
Volume 1 5 4 400.0% 5
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 0.9804 0.9792 0.9751
R3 0.9785 0.9773 0.9746
R2 0.9766 0.9766 0.9744
R1 0.9754 0.9754 0.9743 0.9751
PP 0.9747 0.9747 0.9747 0.9746
S1 0.9735 0.9735 0.9739 0.9732
S2 0.9728 0.9728 0.9738
S3 0.9709 0.9716 0.9736
S4 0.9690 0.9697 0.9731
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 1.0028 0.9716 0.0312 3.2% 0.0062 0.6% 8% False False 1
10 1.0086 0.9716 0.0370 3.8% 0.0038 0.4% 7% False False 1
20 1.0086 0.9496 0.0590 6.1% 0.0024 0.2% 42% False False
40 1.0454 0.9496 0.0958 9.8% 0.0012 0.1% 26% False False 2
60 1.0454 0.9172 0.1282 13.2% 0.0008 0.1% 44% False False 2
80 1.0454 0.9172 0.1282 13.2% 0.0007 0.1% 44% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9841
2.618 0.9810
1.618 0.9791
1.000 0.9779
0.618 0.9772
HIGH 0.9760
0.618 0.9753
0.500 0.9751
0.382 0.9748
LOW 0.9741
0.618 0.9729
1.000 0.9722
1.618 0.9710
2.618 0.9691
4.250 0.9660
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 0.9751 0.9827
PP 0.9747 0.9798
S1 0.9744 0.9770

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

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