CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 0.9817 0.9884 0.0067 0.7% 0.9969
High 0.9893 0.9909 0.0016 0.2% 1.0001
Low 0.9776 0.9762 -0.0014 -0.1% 0.9766
Close 0.9850 0.9816 -0.0034 -0.3% 0.9787
Range 0.0117 0.0147 0.0030 25.6% 0.0235
ATR 0.0106 0.0109 0.0003 2.8% 0.0000
Volume 115,351 150,393 35,042 30.4% 798,981
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 1.0270 1.0190 0.9897
R3 1.0123 1.0043 0.9856
R2 0.9976 0.9976 0.9843
R1 0.9896 0.9896 0.9829 0.9863
PP 0.9829 0.9829 0.9829 0.9812
S1 0.9749 0.9749 0.9803 0.9716
S2 0.9682 0.9682 0.9789
S3 0.9535 0.9602 0.9776
S4 0.9388 0.9455 0.9735
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.0556 1.0407 0.9916
R3 1.0321 1.0172 0.9852
R2 1.0086 1.0086 0.9830
R1 0.9937 0.9937 0.9809 0.9894
PP 0.9851 0.9851 0.9851 0.9830
S1 0.9702 0.9702 0.9765 0.9659
S2 0.9616 0.9616 0.9744
S3 0.9381 0.9467 0.9722
S4 0.9146 0.9232 0.9658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9935 0.9762 0.0173 1.8% 0.0109 1.1% 31% False True 156,792
10 1.0106 0.9762 0.0344 3.5% 0.0112 1.1% 16% False True 151,934
20 1.0422 0.9762 0.0660 6.7% 0.0104 1.1% 8% False True 136,264
40 1.0461 0.9762 0.0699 7.1% 0.0100 1.0% 8% False True 127,147
60 1.0720 0.9762 0.0958 9.8% 0.0103 1.0% 6% False True 103,117
80 1.0720 0.9762 0.0958 9.8% 0.0101 1.0% 6% False True 77,373
100 1.0720 0.9762 0.0958 9.8% 0.0092 0.9% 6% False True 61,911
120 1.0720 0.9716 0.1004 10.2% 0.0082 0.8% 10% False False 51,593
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0534
2.618 1.0294
1.618 1.0147
1.000 1.0056
0.618 1.0000
HIGH 0.9909
0.618 0.9853
0.500 0.9836
0.382 0.9818
LOW 0.9762
0.618 0.9671
1.000 0.9615
1.618 0.9524
2.618 0.9377
4.250 0.9137
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 0.9836 0.9836
PP 0.9829 0.9829
S1 0.9823 0.9823

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

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