CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 12-Apr-2012
Day Change Summary
Previous Current
11-Apr-2012 12-Apr-2012 Change Change % Previous Week
Open 1.0080 1.0170 0.0090 0.9% 1.0259
High 1.0145 1.0279 0.0134 1.3% 1.0282
Low 1.0080 1.0170 0.0090 0.9% 1.0077
Close 1.0126 1.0272 0.0146 1.4% 1.0140
Range 0.0065 0.0109 0.0044 67.7% 0.0205
ATR 0.0071 0.0077 0.0006 8.3% 0.0000
Volume 17 84 67 394.1% 297
Daily Pivots for day following 12-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0567 1.0529 1.0332
R3 1.0458 1.0420 1.0302
R2 1.0349 1.0349 1.0292
R1 1.0311 1.0311 1.0282 1.0330
PP 1.0240 1.0240 1.0240 1.0250
S1 1.0202 1.0202 1.0262 1.0221
S2 1.0131 1.0131 1.0252
S3 1.0022 1.0093 1.0242
S4 0.9913 0.9984 1.0212
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0781 1.0666 1.0253
R3 1.0576 1.0461 1.0196
R2 1.0371 1.0371 1.0178
R1 1.0256 1.0256 1.0159 1.0211
PP 1.0166 1.0166 1.0166 1.0144
S1 1.0051 1.0051 1.0121 1.0006
S2 0.9961 0.9961 1.0102
S3 0.9756 0.9846 1.0084
S4 0.9551 0.9641 1.0027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0279 1.0080 0.0199 1.9% 0.0072 0.7% 96% True False 47
10 1.0282 1.0077 0.0205 2.0% 0.0078 0.8% 95% False False 45
20 1.0410 1.0077 0.0333 3.2% 0.0070 0.7% 59% False False 49
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 0.0005
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0742
2.618 1.0564
1.618 1.0455
1.000 1.0388
0.618 1.0346
HIGH 1.0279
0.618 1.0237
0.500 1.0225
0.382 1.0212
LOW 1.0170
0.618 1.0103
1.000 1.0061
1.618 0.9994
2.618 0.9885
4.250 0.9707
Fisher Pivots for day following 12-Apr-2012
Pivot 1 day 3 day
R1 1.0256 1.0241
PP 1.0240 1.0210
S1 1.0225 1.0180

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

View Archives - Comment on this page... - Back to Index of Symbols