CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 0.9964 1.0001 0.0037 0.4% 0.9787
High 0.9994 1.0001 0.0007 0.1% 0.9994
Low 0.9964 1.0001 0.0037 0.4% 0.9744
Close 0.9994 1.0001 0.0007 0.1% 0.9994
Range 0.0030 0.0000 -0.0030 -100.0% 0.0250
ATR 0.0081 0.0075 -0.0005 -6.5% 0.0000
Volume 14 2 -12 -85.7% 50
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0001 1.0001 1.0001
R3 1.0001 1.0001 1.0001
R2 1.0001 1.0001 1.0001
R1 1.0001 1.0001 1.0001 1.0001
PP 1.0001 1.0001 1.0001 1.0001
S1 1.0001 1.0001 1.0001 1.0001
S2 1.0001 1.0001 1.0001
S3 1.0001 1.0001 1.0001
S4 1.0001 1.0001 1.0001
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 1.0001 0.9790 0.0211 2.1% 0.0044 0.4% 100% True False 10
10 1.0001 0.9716 0.0285 2.8% 0.0051 0.5% 100% True False 6
20 1.0086 0.9716 0.0370 3.7% 0.0032 0.3% 77% False False 3
40 1.0331 0.9496 0.0835 8.3% 0.0019 0.2% 60% False False 3
60 1.0454 0.9172 0.1282 12.8% 0.0013 0.1% 65% False False 2
80 1.0454 0.9172 0.1282 12.8% 0.0010 0.1% 65% False False 3
100 1.0454 0.9172 0.1282 12.8% 0.0009 0.1% 65% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0001
2.618 1.0001
1.618 1.0001
1.000 1.0001
0.618 1.0001
HIGH 1.0001
0.618 1.0001
0.500 1.0001
0.382 1.0001
LOW 1.0001
0.618 1.0001
1.000 1.0001
1.618 1.0001
2.618 1.0001
4.250 1.0001
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 1.0001 0.9994
PP 1.0001 0.9986
S1 1.0001 0.9979

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

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