CME Australian Dollar Future June 2012

Trading Metrics calculated at close of trading on 22-Dec-2011

Day Change Summary
	Previous	Current
	21-Dec-2011	22-Dec-2011	Change	Change %	Previous Week
Open	0.9975	0.9958	-0.0017	-0.2%	0.9906
High	0.9975	0.9962	-0.0013	-0.1%	0.9937
Low	0.9900	0.9957	0.0057	0.6%	0.9716
Close	0.9900	0.9959	0.0059	0.6%	0.9782
Range	0.0075	0.0005	-0.0070	-93.3%	0.0221
ATR	0.0086	0.0084	-0.0002	-2.0%	0.0000
Volume	15	17	2	13.3%	11

Daily Pivots for day following 22-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9974	0.9972	0.9962
R3	0.9969	0.9967	0.9960
R2	0.9964	0.9964	0.9960
R1	0.9962	0.9962	0.9959	0.9963
PP	0.9959	0.9959	0.9959	0.9960
S1	0.9957	0.9957	0.9959	0.9958
S2	0.9954	0.9954	0.9958
S3	0.9949	0.9952	0.9958
S4	0.9944	0.9947	0.9956

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	0.9744	0.0231	2.3%	0.0049	0.5%	93%	False	False	7
10	1.0028	0.9716	0.0312	3.1%	0.0055	0.6%	78%	False	False	4
20	1.0086	0.9521	0.0565	5.7%	0.0036	0.4%	78%	False	False	2
40	1.0454	0.9496	0.0958	9.6%	0.0019	0.2%	48%	False	False	3
60	1.0454	0.9172	0.1282	12.9%	0.0012	0.1%	61%	False	False	2
80	1.0454	0.9172	0.1282	12.9%	0.0010	0.1%	61%	False	False	3
100	1.0454	0.9172	0.1282	12.9%	0.0009	0.1%	61%	False	False	3

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0001
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9983
2.618	0.9975
1.618	0.9970
1.000	0.9967
0.618	0.9965
HIGH	0.9962
0.618	0.9960
0.500	0.9960
0.382	0.9959
LOW	0.9957
0.618	0.9954
1.000	0.9952
1.618	0.9949
2.618	0.9944
4.250	0.9936

Fisher Pivots for day following 22-Dec-2011
Pivot	1 day	3 day
R1	0.9960	0.9934
PP	0.9959	0.9908
S1	0.9959	0.9883

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols