CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 0.9943 1.0020 0.0077 0.8% 0.9979
High 1.0032 1.0090 0.0058 0.6% 1.0090
Low 0.9920 0.9994 0.0074 0.7% 0.9845
Close 0.9972 1.0085 0.0113 1.1% 1.0085
Range 0.0112 0.0096 -0.0016 -14.3% 0.0245
ATR 0.0118 0.0118 0.0000 0.0% 0.0000
Volume 139,147 21,615 -117,532 -84.5% 610,252
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0344 1.0311 1.0138
R3 1.0248 1.0215 1.0111
R2 1.0152 1.0152 1.0103
R1 1.0119 1.0119 1.0094 1.0136
PP 1.0056 1.0056 1.0056 1.0065
S1 1.0023 1.0023 1.0076 1.0040
S2 0.9960 0.9960 1.0067
S3 0.9864 0.9927 1.0059
S4 0.9768 0.9831 1.0032
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0742 1.0658 1.0220
R3 1.0497 1.0413 1.0152
R2 1.0252 1.0252 1.0130
R1 1.0168 1.0168 1.0107 1.0210
PP 1.0007 1.0007 1.0007 1.0028
S1 0.9923 0.9923 1.0063 0.9965
S2 0.9762 0.9762 1.0040
S3 0.9517 0.9678 1.0018
S4 0.9272 0.9433 0.9950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0090 0.9845 0.0245 2.4% 0.0109 1.1% 98% True False 122,050
10 1.0090 0.9616 0.0474 4.7% 0.0121 1.2% 99% True False 139,947
20 1.0090 0.9564 0.0526 5.2% 0.0120 1.2% 99% True False 152,872
40 1.0422 0.9564 0.0858 8.5% 0.0110 1.1% 61% False False 141,962
60 1.0461 0.9564 0.0897 8.9% 0.0107 1.1% 58% False False 134,586
80 1.0720 0.9564 0.1156 11.5% 0.0106 1.1% 45% False False 109,871
100 1.0720 0.9564 0.1156 11.5% 0.0104 1.0% 45% False False 87,920
120 1.0720 0.9564 0.1156 11.5% 0.0094 0.9% 45% False False 73,274
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0498
2.618 1.0341
1.618 1.0245
1.000 1.0186
0.618 1.0149
HIGH 1.0090
0.618 1.0053
0.500 1.0042
0.382 1.0031
LOW 0.9994
0.618 0.9935
1.000 0.9898
1.618 0.9839
2.618 0.9743
4.250 0.9586
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 1.0071 1.0058
PP 1.0056 1.0032
S1 1.0042 1.0005

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

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