CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 1.0305 1.0317 0.0012 0.1% 1.0309
High 1.0344 1.0422 0.0078 0.8% 1.0422
Low 1.0295 1.0299 0.0004 0.0% 1.0182
Close 1.0343 1.0416 0.0073 0.7% 1.0416
Range 0.0049 0.0123 0.0074 151.0% 0.0240
ATR 0.0094 0.0096 0.0002 2.2% 0.0000
Volume 113,654 129,688 16,034 14.1% 605,900
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0748 1.0705 1.0484
R3 1.0625 1.0582 1.0450
R2 1.0502 1.0502 1.0439
R1 1.0459 1.0459 1.0427 1.0481
PP 1.0379 1.0379 1.0379 1.0390
S1 1.0336 1.0336 1.0405 1.0358
S2 1.0256 1.0256 1.0393
S3 1.0133 1.0213 1.0382
S4 1.0010 1.0090 1.0348
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1060 1.0978 1.0548
R3 1.0820 1.0738 1.0482
R2 1.0580 1.0580 1.0460
R1 1.0498 1.0498 1.0438 1.0539
PP 1.0340 1.0340 1.0340 1.0361
S1 1.0258 1.0258 1.0394 1.0299
S2 1.0100 1.0100 1.0372
S3 0.9860 1.0018 1.0350
S4 0.9620 0.9778 1.0284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0422 1.0182 0.0240 2.3% 0.0089 0.9% 98% True False 121,180
10 1.0422 1.0182 0.0240 2.3% 0.0085 0.8% 98% True False 117,032
20 1.0422 1.0150 0.0272 2.6% 0.0094 0.9% 98% True False 117,609
40 1.0680 1.0150 0.0530 5.1% 0.0102 1.0% 50% False False 95,346
60 1.0720 1.0150 0.0570 5.5% 0.0099 0.9% 47% False False 63,635
80 1.0720 1.0062 0.0658 6.3% 0.0090 0.9% 54% False False 47,744
100 1.0720 0.9716 0.1004 9.6% 0.0080 0.8% 70% False False 38,196
120 1.0720 0.9496 0.1224 11.8% 0.0068 0.7% 75% False False 31,831
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0945
2.618 1.0744
1.618 1.0621
1.000 1.0545
0.618 1.0498
HIGH 1.0422
0.618 1.0375
0.500 1.0361
0.382 1.0346
LOW 1.0299
0.618 1.0223
1.000 1.0176
1.618 1.0100
2.618 0.9977
4.250 0.9776
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 1.0398 1.0386
PP 1.0379 1.0355
S1 1.0361 1.0325

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

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