CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 01-May-2012
Day Change Summary
Previous Current
30-Apr-2012 01-May-2012 Change Change % Previous Week
Open 1.0402 1.0376 -0.0026 -0.2% 1.0309
High 1.0417 1.0391 -0.0026 -0.2% 1.0422
Low 1.0352 1.0255 -0.0097 -0.9% 1.0182
Close 1.0368 1.0286 -0.0082 -0.8% 1.0416
Range 0.0065 0.0136 0.0071 109.2% 0.0240
ATR 0.0094 0.0097 0.0003 3.2% 0.0000
Volume 90,098 101,630 11,532 12.8% 605,900
Daily Pivots for day following 01-May-2012
Classic Woodie Camarilla DeMark
R4 1.0719 1.0638 1.0361
R3 1.0583 1.0502 1.0323
R2 1.0447 1.0447 1.0311
R1 1.0366 1.0366 1.0298 1.0339
PP 1.0311 1.0311 1.0311 1.0297
S1 1.0230 1.0230 1.0274 1.0203
S2 1.0175 1.0175 1.0261
S3 1.0039 1.0094 1.0249
S4 0.9903 0.9958 1.0211
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 1.0227 0.0195 1.9% 0.0090 0.9% 30% False False 109,086
10 1.0422 1.0182 0.0240 2.3% 0.0087 0.8% 43% False False 113,727
20 1.0422 1.0150 0.0272 2.6% 0.0096 0.9% 50% False False 116,943
40 1.0565 1.0150 0.0415 4.0% 0.0103 1.0% 33% False False 100,026
60 1.0720 1.0150 0.0570 5.5% 0.0099 1.0% 24% False False 66,828
80 1.0720 1.0062 0.0658 6.4% 0.0092 0.9% 34% False False 50,139
100 1.0720 0.9716 0.1004 9.8% 0.0082 0.8% 57% False False 40,113
120 1.0720 0.9496 0.1224 11.9% 0.0070 0.7% 65% False False 33,428
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 0.0019
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0969
2.618 1.0747
1.618 1.0611
1.000 1.0527
0.618 1.0475
HIGH 1.0391
0.618 1.0339
0.500 1.0323
0.382 1.0307
LOW 1.0255
0.618 1.0171
1.000 1.0119
1.618 1.0035
2.618 0.9899
4.250 0.9677
Fisher Pivots for day following 01-May-2012
Pivot 1 day 3 day
R1 1.0323 1.0339
PP 1.0311 1.0321
S1 1.0298 1.0304

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

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