CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 1.0110 1.0161 0.0051 0.5% 1.0402
High 1.0177 1.0176 -0.0001 0.0% 1.0417
Low 1.0067 1.0047 -0.0020 -0.2% 1.0125
Close 1.0163 1.0082 -0.0081 -0.8% 1.0140
Range 0.0110 0.0129 0.0019 17.3% 0.0292
ATR 0.0097 0.0099 0.0002 2.4% 0.0000
Volume 104,681 149,659 44,978 43.0% 597,916
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 1.0489 1.0414 1.0153
R3 1.0360 1.0285 1.0117
R2 1.0231 1.0231 1.0106
R1 1.0156 1.0156 1.0094 1.0129
PP 1.0102 1.0102 1.0102 1.0088
S1 1.0027 1.0027 1.0070 1.0000
S2 0.9973 0.9973 1.0058
S3 0.9844 0.9898 1.0047
S4 0.9715 0.9769 1.0011
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.1103 1.0914 1.0301
R3 1.0811 1.0622 1.0220
R2 1.0519 1.0519 1.0194
R1 1.0330 1.0330 1.0167 1.0279
PP 1.0227 1.0227 1.0227 1.0202
S1 1.0038 1.0038 1.0113 0.9987
S2 0.9935 0.9935 1.0086
S3 0.9643 0.9746 1.0060
S4 0.9351 0.9454 0.9979
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0306 1.0047 0.0259 2.6% 0.0101 1.0% 14% False True 132,105
10 1.0422 1.0047 0.0375 3.7% 0.0096 1.0% 9% False True 120,595
20 1.0422 1.0047 0.0375 3.7% 0.0096 1.0% 9% False True 121,240
40 1.0529 1.0047 0.0482 4.8% 0.0101 1.0% 7% False True 114,968
60 1.0720 1.0047 0.0673 6.7% 0.0101 1.0% 5% False True 77,829
80 1.0720 1.0047 0.0673 6.7% 0.0096 1.0% 5% False True 58,394
100 1.0720 0.9716 0.1004 10.0% 0.0085 0.8% 36% False False 46,719
120 1.0720 0.9496 0.1224 12.1% 0.0074 0.7% 48% False False 38,932
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0724
2.618 1.0514
1.618 1.0385
1.000 1.0305
0.618 1.0256
HIGH 1.0176
0.618 1.0127
0.500 1.0112
0.382 1.0096
LOW 1.0047
0.618 0.9967
1.000 0.9918
1.618 0.9838
2.618 0.9709
4.250 0.9499
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 1.0112 1.0141
PP 1.0102 1.0121
S1 1.0092 1.0102

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

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