CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 1.0526 1.0449 -0.0077 -0.7% 1.0604
High 1.0544 1.0459 -0.0085 -0.8% 1.0611
Low 1.0446 1.0359 -0.0087 -0.8% 1.0389
Close 1.0455 1.0384 -0.0071 -0.7% 1.0455
Range 0.0098 0.0100 0.0002 2.0% 0.0222
ATR 0.0101 0.0101 0.0000 -0.1% 0.0000
Volume 16,683 24,061 7,378 44.2% 40,150
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0701 1.0642 1.0439
R3 1.0601 1.0542 1.0412
R2 1.0501 1.0501 1.0402
R1 1.0442 1.0442 1.0393 1.0422
PP 1.0401 1.0401 1.0401 1.0390
S1 1.0342 1.0342 1.0375 1.0322
S2 1.0301 1.0301 1.0366
S3 1.0201 1.0242 1.0357
S4 1.0101 1.0142 1.0329
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1151 1.1025 1.0577
R3 1.0929 1.0803 1.0516
R2 1.0707 1.0707 1.0496
R1 1.0581 1.0581 1.0475 1.0533
PP 1.0485 1.0485 1.0485 1.0461
S1 1.0359 1.0359 1.0435 1.0311
S2 1.0263 1.0263 1.0414
S3 1.0041 1.0137 1.0394
S4 0.9819 0.9915 1.0333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0565 1.0359 0.0206 2.0% 0.0115 1.1% 12% False True 12,569
10 1.0720 1.0359 0.0361 3.5% 0.0100 1.0% 7% False True 6,897
20 1.0720 1.0359 0.0361 3.5% 0.0101 1.0% 7% False True 3,552
40 1.0720 1.0080 0.0640 6.2% 0.0091 0.9% 48% False False 1,821
60 1.0720 0.9716 0.1004 9.7% 0.0074 0.7% 67% False False 1,219
80 1.0720 0.9496 0.1224 11.8% 0.0060 0.6% 73% False False 915
100 1.0720 0.9496 0.1224 11.8% 0.0048 0.5% 73% False False 732
120 1.0720 0.9172 0.1548 14.9% 0.0041 0.4% 78% False False 611
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0884
2.618 1.0721
1.618 1.0621
1.000 1.0559
0.618 1.0521
HIGH 1.0459
0.618 1.0421
0.500 1.0409
0.382 1.0397
LOW 1.0359
0.618 1.0297
1.000 1.0259
1.618 1.0197
2.618 1.0097
4.250 0.9934
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 1.0409 1.0456
PP 1.0401 1.0432
S1 1.0392 1.0408

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

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