CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 1.0425 1.0587 0.0162 1.6% 1.0383
High 1.0578 1.0600 0.0022 0.2% 1.0521
Low 1.0425 1.0541 0.0116 1.1% 1.0286
Close 1.0542 1.0558 0.0016 0.2% 1.0495
Range 0.0153 0.0059 -0.0094 -61.4% 0.0235
ATR 0.0086 0.0084 -0.0002 -2.3% 0.0000
Volume 89 105 16 18.0% 515
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.0743 1.0710 1.0590
R3 1.0684 1.0651 1.0574
R2 1.0625 1.0625 1.0569
R1 1.0592 1.0592 1.0563 1.0579
PP 1.0566 1.0566 1.0566 1.0560
S1 1.0533 1.0533 1.0553 1.0520
S2 1.0507 1.0507 1.0547
S3 1.0448 1.0474 1.0542
S4 1.0389 1.0415 1.0526
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 1.0600 1.0382 0.0218 2.1% 0.0081 0.8% 81% True False 58
10 1.0600 1.0246 0.0354 3.4% 0.0078 0.7% 88% True False 90
20 1.0600 1.0062 0.0538 5.1% 0.0067 0.6% 92% True False 73
40 1.0600 0.9716 0.0884 8.4% 0.0054 0.5% 95% True False 40
60 1.0600 0.9496 0.1104 10.5% 0.0038 0.4% 96% True False 27
80 1.0600 0.9496 0.1104 10.5% 0.0029 0.3% 96% True False 21
100 1.0600 0.9172 0.1428 13.5% 0.0024 0.2% 97% True False 18
120 1.0600 0.9172 0.1428 13.5% 0.0020 0.2% 97% True False 15
Crabel Price Patterns
NR True
NR4 True
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0851
2.618 1.0754
1.618 1.0695
1.000 1.0659
0.618 1.0636
HIGH 1.0600
0.618 1.0577
0.500 1.0571
0.382 1.0564
LOW 1.0541
0.618 1.0505
1.000 1.0482
1.618 1.0446
2.618 1.0387
4.250 1.0290
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 1.0571 1.0543
PP 1.0566 1.0528
S1 1.0562 1.0513

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

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