CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 1.0463 1.0465 0.0002 0.0% 1.0383
High 1.0505 1.0465 -0.0040 -0.4% 1.0521
Low 1.0463 1.0382 -0.0081 -0.8% 1.0286
Close 1.0495 1.0442 -0.0053 -0.5% 1.0495
Range 0.0042 0.0083 0.0041 97.6% 0.0235
ATR 0.0079 0.0081 0.0002 3.1% 0.0000
Volume 49 6 -43 -87.8% 515
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0679 1.0643 1.0488
R3 1.0596 1.0560 1.0465
R2 1.0513 1.0513 1.0457
R1 1.0477 1.0477 1.0450 1.0454
PP 1.0430 1.0430 1.0430 1.0418
S1 1.0394 1.0394 1.0434 1.0371
S2 1.0347 1.0347 1.0427
S3 1.0264 1.0311 1.0419
S4 1.0181 1.0228 1.0396
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1139 1.1052 1.0624
R3 1.0904 1.0817 1.0560
R2 1.0669 1.0669 1.0538
R1 1.0582 1.0582 1.0517 1.0626
PP 1.0434 1.0434 1.0434 1.0456
S1 1.0347 1.0347 1.0473 1.0391
S2 1.0199 1.0199 1.0452
S3 0.9964 1.0112 1.0430
S4 0.9729 0.9877 1.0366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0521 1.0286 0.0235 2.3% 0.0078 0.7% 66% False False 96
10 1.0521 1.0102 0.0419 4.0% 0.0074 0.7% 81% False False 94
20 1.0521 0.9998 0.0523 5.0% 0.0062 0.6% 85% False False 65
40 1.0521 0.9716 0.0805 7.7% 0.0048 0.5% 90% False False 34
60 1.0521 0.9496 0.1025 9.8% 0.0034 0.3% 92% False False 24
80 1.0521 0.9409 0.1112 10.6% 0.0025 0.2% 93% False False 18
100 1.0521 0.9172 0.1349 12.9% 0.0021 0.2% 94% False False 15
120 1.0521 0.9172 0.1349 12.9% 0.0017 0.2% 94% False False 14
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0818
2.618 1.0682
1.618 1.0599
1.000 1.0548
0.618 1.0516
HIGH 1.0465
0.618 1.0433
0.500 1.0424
0.382 1.0414
LOW 1.0382
0.618 1.0331
1.000 1.0299
1.618 1.0248
2.618 1.0165
4.250 1.0029
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 1.0436 1.0452
PP 1.0430 1.0448
S1 1.0424 1.0445

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

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