CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 0.9958 0.9964 0.0006 0.1% 0.9787
High 0.9962 0.9994 0.0032 0.3% 0.9994
Low 0.9957 0.9964 0.0007 0.1% 0.9744
Close 0.9959 0.9994 0.0035 0.4% 0.9994
Range 0.0005 0.0030 0.0025 500.0% 0.0250
ATR 0.0084 0.0081 -0.0004 -4.2% 0.0000
Volume 17 14 -3 -17.6% 50
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0074 1.0064 1.0011
R3 1.0044 1.0034 1.0002
R2 1.0014 1.0014 1.0000
R1 1.0004 1.0004 0.9997 1.0009
PP 0.9984 0.9984 0.9984 0.9987
S1 0.9974 0.9974 0.9991 0.9979
S2 0.9954 0.9954 0.9989
S3 0.9924 0.9944 0.9986
S4 0.9894 0.9914 0.9978
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0661 1.0577 1.0132
R3 1.0411 1.0327 1.0063
R2 1.0161 1.0161 1.0040
R1 1.0077 1.0077 1.0017 1.0119
PP 0.9911 0.9911 0.9911 0.9932
S1 0.9827 0.9827 0.9971 0.9869
S2 0.9661 0.9661 0.9948
S3 0.9411 0.9577 0.9925
S4 0.9161 0.9327 0.9857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9994 0.9744 0.0250 2.5% 0.0053 0.5% 100% True False 10
10 0.9994 0.9716 0.0278 2.8% 0.0054 0.5% 100% True False 6
20 1.0086 0.9600 0.0486 4.9% 0.0037 0.4% 81% False False 3
40 1.0451 0.9496 0.0955 9.6% 0.0019 0.2% 52% False False 3
60 1.0454 0.9172 0.1282 12.8% 0.0013 0.1% 64% False False 2
80 1.0454 0.9172 0.1282 12.8% 0.0010 0.1% 64% False False 3
100 1.0454 0.9172 0.1282 12.8% 0.0009 0.1% 64% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0122
2.618 1.0073
1.618 1.0043
1.000 1.0024
0.618 1.0013
HIGH 0.9994
0.618 0.9983
0.500 0.9979
0.382 0.9975
LOW 0.9964
0.618 0.9945
1.000 0.9934
1.618 0.9915
2.618 0.9885
4.250 0.9837
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 0.9989 0.9978
PP 0.9984 0.9963
S1 0.9979 0.9947

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

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