CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 1.0280 1.0218 -0.0062 -0.6% 1.0192
High 1.0280 1.0218 -0.0062 -0.6% 1.0325
Low 1.0175 1.0171 -0.0004 0.0% 1.0085
Close 1.0200 1.0192 -0.0008 -0.1% 1.0325
Range 0.0105 0.0047 -0.0058 -55.2% 0.0240
ATR 0.0075 0.0073 -0.0002 -2.7% 0.0000
Volume 27 222 195 722.2% 277
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 1.0335 1.0310 1.0218
R3 1.0288 1.0263 1.0205
R2 1.0241 1.0241 1.0201
R1 1.0216 1.0216 1.0196 1.0205
PP 1.0194 1.0194 1.0194 1.0188
S1 1.0169 1.0169 1.0188 1.0158
S2 1.0147 1.0147 1.0183
S3 1.0100 1.0122 1.0179
S4 1.0053 1.0075 1.0166
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0965 1.0885 1.0457
R3 1.0725 1.0645 1.0391
R2 1.0485 1.0485 1.0369
R1 1.0405 1.0405 1.0347 1.0445
PP 1.0245 1.0245 1.0245 1.0265
S1 1.0165 1.0165 1.0303 1.0205
S2 1.0005 1.0005 1.0281
S3 0.9765 0.9925 1.0259
S4 0.9525 0.9685 1.0193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0325 1.0171 0.0154 1.5% 0.0067 0.7% 14% False True 113
10 1.0325 1.0085 0.0240 2.4% 0.0062 0.6% 45% False False 81
20 1.0325 1.0080 0.0245 2.4% 0.0064 0.6% 46% False False 73
40 1.0436 1.0077 0.0359 3.5% 0.0058 0.6% 32% False False 54
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0418
2.618 1.0341
1.618 1.0294
1.000 1.0265
0.618 1.0247
HIGH 1.0218
0.618 1.0200
0.500 1.0195
0.382 1.0189
LOW 1.0171
0.618 1.0142
1.000 1.0124
1.618 1.0095
2.618 1.0048
4.250 0.9971
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 1.0195 1.0241
PP 1.0194 1.0224
S1 1.0193 1.0208

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

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