CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 1.0370 1.0349 -0.0021 -0.2% 1.0449
High 1.0423 1.0383 -0.0040 -0.4% 1.0488
Low 1.0317 1.0236 -0.0081 -0.8% 1.0314
Close 1.0339 1.0276 -0.0063 -0.6% 1.0477
Range 0.0106 0.0147 0.0041 38.7% 0.0174
ATR 0.0106 0.0109 0.0003 2.8% 0.0000
Volume 127,118 149,227 22,109 17.4% 290,168
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0739 1.0655 1.0357
R3 1.0592 1.0508 1.0316
R2 1.0445 1.0445 1.0303
R1 1.0361 1.0361 1.0289 1.0330
PP 1.0298 1.0298 1.0298 1.0283
S1 1.0214 1.0214 1.0263 1.0183
S2 1.0151 1.0151 1.0249
S3 1.0004 1.0067 1.0236
S4 0.9857 0.9920 1.0195
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0948 1.0887 1.0573
R3 1.0774 1.0713 1.0525
R2 1.0600 1.0600 1.0509
R1 1.0539 1.0539 1.0493 1.0570
PP 1.0426 1.0426 1.0426 1.0442
S1 1.0365 1.0365 1.0461 1.0396
S2 1.0252 1.0252 1.0445
S3 1.0078 1.0191 1.0429
S4 0.9904 1.0017 1.0381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0529 1.0236 0.0293 2.9% 0.0117 1.1% 14% False True 126,763
10 1.0544 1.0236 0.0308 3.0% 0.0112 1.1% 13% False True 83,455
20 1.0720 1.0236 0.0484 4.7% 0.0106 1.0% 8% False True 43,177
40 1.0720 1.0236 0.0484 4.7% 0.0098 1.0% 8% False True 21,643
60 1.0720 0.9918 0.0802 7.8% 0.0083 0.8% 45% False False 14,448
80 1.0720 0.9600 0.1120 10.9% 0.0071 0.7% 60% False False 10,837
100 1.0720 0.9496 0.1224 11.9% 0.0057 0.6% 64% False False 8,670
120 1.0720 0.9172 0.1548 15.1% 0.0048 0.5% 71% False False 7,225
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 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1008
2.618 1.0768
1.618 1.0621
1.000 1.0530
0.618 1.0474
HIGH 1.0383
0.618 1.0327
0.500 1.0310
0.382 1.0292
LOW 1.0236
0.618 1.0145
1.000 1.0089
1.618 0.9998
2.618 0.9851
4.250 0.9611
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 1.0310 1.0377
PP 1.0298 1.0343
S1 1.0287 1.0310

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

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