CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 25-Apr-2012
Day Change Summary
Previous Current
24-Apr-2012 25-Apr-2012 Change Change % Previous Week
Open 1.0169 1.0180 0.0011 0.1% 1.0162
High 1.0172 1.0204 0.0032 0.3% 1.0249
Low 1.0085 1.0180 0.0095 0.9% 1.0148
Close 1.0137 1.0204 0.0067 0.7% 1.0212
Range 0.0087 0.0024 -0.0063 -72.4% 0.0101
ATR 0.0075 0.0074 -0.0001 -0.7% 0.0000
Volume 27 64 37 137.0% 326
Daily Pivots for day following 25-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0268 1.0260 1.0217
R3 1.0244 1.0236 1.0211
R2 1.0220 1.0220 1.0208
R1 1.0212 1.0212 1.0206 1.0216
PP 1.0196 1.0196 1.0196 1.0198
S1 1.0188 1.0188 1.0202 1.0192
S2 1.0172 1.0172 1.0200
S3 1.0148 1.0164 1.0197
S4 1.0124 1.0140 1.0191
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0506 1.0460 1.0268
R3 1.0405 1.0359 1.0240
R2 1.0304 1.0304 1.0231
R1 1.0258 1.0258 1.0221 1.0281
PP 1.0203 1.0203 1.0203 1.0215
S1 1.0157 1.0157 1.0203 1.0180
S2 1.0102 1.0102 1.0193
S3 1.0001 1.0056 1.0184
S4 0.9900 0.9955 1.0156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0220 1.0085 0.0135 1.3% 0.0057 0.6% 88% False False 50
10 1.0279 1.0085 0.0194 1.9% 0.0062 0.6% 61% False False 70
20 1.0282 1.0077 0.0205 2.0% 0.0067 0.7% 62% False False 56
40 1.0557 1.0077 0.0480 4.7% 0.0050 0.5% 26% False False 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.0306
2.618 1.0267
1.618 1.0243
1.000 1.0228
0.618 1.0219
HIGH 1.0204
0.618 1.0195
0.500 1.0192
0.382 1.0189
LOW 1.0180
0.618 1.0165
1.000 1.0156
1.618 1.0141
2.618 1.0117
4.250 1.0078
Fisher Pivots for day following 25-Apr-2012
Pivot 1 day 3 day
R1 1.0200 1.0184
PP 1.0196 1.0164
S1 1.0192 1.0145

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

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