CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 0.9802 0.9975 0.0173 1.8% 0.9906
High 0.9900 0.9975 0.0075 0.8% 0.9937
Low 0.9790 0.9900 0.0110 1.1% 0.9716
Close 0.9887 0.9900 0.0013 0.1% 0.9782
Range 0.0110 0.0075 -0.0035 -31.8% 0.0221
ATR 0.0086 0.0086 0.0000 0.2% 0.0000
Volume 2 15 13 650.0% 11
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0150 1.0100 0.9941
R3 1.0075 1.0025 0.9921
R2 1.0000 1.0000 0.9914
R1 0.9950 0.9950 0.9907 0.9938
PP 0.9925 0.9925 0.9925 0.9919
S1 0.9875 0.9875 0.9893 0.9863
S2 0.9850 0.9850 0.9886
S3 0.9775 0.9800 0.9879
S4 0.9700 0.9725 0.9859
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0475 1.0349 0.9904
R3 1.0254 1.0128 0.9843
R2 1.0033 1.0033 0.9823
R1 0.9907 0.9907 0.9802 0.9860
PP 0.9812 0.9812 0.9812 0.9788
S1 0.9686 0.9686 0.9762 0.9639
S2 0.9591 0.9591 0.9741
S3 0.9370 0.9465 0.9721
S4 0.9149 0.9244 0.9660
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9975 0.9741 0.0234 2.4% 0.0051 0.5% 68% True False 5
10 1.0028 0.9716 0.0312 3.2% 0.0055 0.6% 59% False False 3
20 1.0086 0.9496 0.0590 6.0% 0.0036 0.4% 68% False False 1
40 1.0454 0.9496 0.0958 9.7% 0.0018 0.2% 42% False False 2
60 1.0454 0.9172 0.1282 12.9% 0.0012 0.1% 57% False False 2
80 1.0454 0.9172 0.1282 12.9% 0.0010 0.1% 57% False False 3
100 1.0454 0.9172 0.1282 12.9% 0.0009 0.1% 57% 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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0294
2.618 1.0171
1.618 1.0096
1.000 1.0050
0.618 1.0021
HIGH 0.9975
0.618 0.9946
0.500 0.9938
0.382 0.9929
LOW 0.9900
0.618 0.9854
1.000 0.9825
1.618 0.9779
2.618 0.9704
4.250 0.9581
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 0.9938 0.9887
PP 0.9925 0.9873
S1 0.9913 0.9860

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

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