CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 0.9930 0.9958 0.0028 0.3% 0.9787
High 0.9930 0.9958 0.0028 0.3% 0.9994
Low 0.9918 0.9958 0.0040 0.4% 0.9744
Close 0.9918 0.9958 0.0040 0.4% 0.9994
Range 0.0012 0.0000 -0.0012 -100.0% 0.0250
ATR 0.0076 0.0073 -0.0003 -3.4% 0.0000
Volume 2 2 0 0.0% 50
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 0.9958 0.9958 0.9958
R3 0.9958 0.9958 0.9958
R2 0.9958 0.9958 0.9958
R1 0.9958 0.9958 0.9958 0.9958
PP 0.9958 0.9958 0.9958 0.9958
S1 0.9958 0.9958 0.9958 0.9958
S2 0.9958 0.9958 0.9958
S3 0.9958 0.9958 0.9958
S4 0.9958 0.9958 0.9958
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 0.9918 0.0083 0.8% 0.0009 0.1% 48% False False 7
10 1.0001 0.9741 0.0260 2.6% 0.0030 0.3% 83% False False 6
20 1.0086 0.9716 0.0370 3.7% 0.0033 0.3% 65% False False 3
40 1.0172 0.9496 0.0676 6.8% 0.0020 0.2% 68% False False 3
60 1.0454 0.9409 0.1045 10.5% 0.0013 0.1% 53% 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% 0.0008 0.1% 61% 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 0.9958
2.618 0.9958
1.618 0.9958
1.000 0.9958
0.618 0.9958
HIGH 0.9958
0.618 0.9958
0.500 0.9958
0.382 0.9958
LOW 0.9958
0.618 0.9958
1.000 0.9958
1.618 0.9958
2.618 0.9958
4.250 0.9958
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 0.9958 0.9960
PP 0.9958 0.9959
S1 0.9958 0.9959

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

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