CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 1.0437 1.0300 -0.0137 -1.3% 1.0511
High 1.0437 1.0300 -0.0137 -1.3% 1.0557
Low 1.0437 1.0300 -0.0137 -1.3% 1.0502
Close 1.0437 1.0300 -0.0137 -1.3% 1.0502
Range
ATR
Volume 70 70 0 0.0% 49
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0300 1.0300 1.0300
R3 1.0300 1.0300 1.0300
R2 1.0300 1.0300 1.0300
R1 1.0300 1.0300 1.0300 1.0300
PP 1.0300 1.0300 1.0300 1.0300
S1 1.0300 1.0300 1.0300 1.0300
S2 1.0300 1.0300 1.0300
S3 1.0300 1.0300 1.0300
S4 1.0300 1.0300 1.0300
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0685 1.0649 1.0532
R3 1.0630 1.0594 1.0517
R2 1.0575 1.0575 1.0512
R1 1.0539 1.0539 1.0507 1.0530
PP 1.0520 1.0520 1.0520 1.0516
S1 1.0484 1.0484 1.0497 1.0475
S2 1.0465 1.0465 1.0492
S3 1.0410 1.0429 1.0487
S4 1.0355 1.0374 1.0472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0557 1.0300 0.0257 2.5% 0.0005 0.0% 0% False True 33
10 1.0557 1.0300 0.0257 2.5% 0.0003 0.0% 0% False True 24
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0300
2.618 1.0300
1.618 1.0300
1.000 1.0300
0.618 1.0300
HIGH 1.0300
0.618 1.0300
0.500 1.0300
0.382 1.0300
LOW 1.0300
0.618 1.0300
1.000 1.0300
1.618 1.0300
2.618 1.0300
4.250 1.0300
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 1.0300 1.0401
PP 1.0300 1.0367
S1 1.0300 1.0334

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

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