CME Australian Dollar Future June 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 1.0629 1.0662 0.0033 0.3% 1.0659
High 1.0649 1.0720 0.0071 0.7% 1.0659
Low 1.0600 1.0588 -0.0012 -0.1% 1.0465
Close 1.0620 1.0630 0.0010 0.1% 1.0567
Range 0.0049 0.0132 0.0083 169.4% 0.0194
ATR 0.0096 0.0099 0.0003 2.6% 0.0000
Volume 290 214 -76 -26.2% 1,029
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1042 1.0968 1.0703
R3 1.0910 1.0836 1.0666
R2 1.0778 1.0778 1.0654
R1 1.0704 1.0704 1.0642 1.0675
PP 1.0646 1.0646 1.0646 1.0632
S1 1.0572 1.0572 1.0618 1.0543
S2 1.0514 1.0514 1.0606
S3 1.0382 1.0440 1.0594
S4 1.0250 1.0308 1.0557
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1146 1.1050 1.0674
R3 1.0952 1.0856 1.0620
R2 1.0758 1.0758 1.0603
R1 1.0662 1.0662 1.0585 1.0613
PP 1.0564 1.0564 1.0564 1.0539
S1 1.0468 1.0468 1.0549 1.0419
S2 1.0370 1.0370 1.0531
S3 1.0176 1.0274 1.0514
S4 0.9982 1.0080 1.0460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0720 1.0465 0.0255 2.4% 0.0097 0.9% 65% True False 296
10 1.0720 1.0465 0.0255 2.4% 0.0103 1.0% 65% True False 240
20 1.0720 1.0425 0.0295 2.8% 0.0095 0.9% 69% True False 164
40 1.0720 1.0062 0.0658 6.2% 0.0078 0.7% 86% True False 116
60 1.0720 0.9716 0.1004 9.4% 0.0065 0.6% 91% True False 78
80 1.0720 0.9496 0.1224 11.5% 0.0050 0.5% 93% True False 59
100 1.0720 0.9496 0.1224 11.5% 0.0040 0.4% 93% True False 48
120 1.0720 0.9172 0.1548 14.6% 0.0034 0.3% 94% True False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1281
2.618 1.1066
1.618 1.0934
1.000 1.0852
0.618 1.0802
HIGH 1.0720
0.618 1.0670
0.500 1.0654
0.382 1.0638
LOW 1.0588
0.618 1.0506
1.000 1.0456
1.618 1.0374
2.618 1.0242
4.250 1.0027
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 1.0654 1.0626
PP 1.0646 1.0622
S1 1.0638 1.0619

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

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