CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 0.9941 0.9946 0.0005 0.1% 1.0009
High 1.0020 0.9951 -0.0069 -0.7% 1.0086
Low 0.9941 0.9900 -0.0041 -0.4% 0.9900
Close 0.9977 0.9907 -0.0070 -0.7% 0.9907
Range 0.0079 0.0051 -0.0028 -35.4% 0.0186
ATR 0.0080 0.0080 0.0000 -0.3% 0.0000
Volume 117 80 -37 -31.6% 495
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.0072 1.0041 0.9935
R3 1.0021 0.9990 0.9921
R2 0.9970 0.9970 0.9916
R1 0.9939 0.9939 0.9912 0.9929
PP 0.9919 0.9919 0.9919 0.9915
S1 0.9888 0.9888 0.9902 0.9878
S2 0.9868 0.9868 0.9898
S3 0.9817 0.9837 0.9893
S4 0.9766 0.9786 0.9879
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.0522 1.0401 1.0009
R3 1.0336 1.0215 0.9958
R2 1.0150 1.0150 0.9941
R1 1.0029 1.0029 0.9924 0.9997
PP 0.9964 0.9964 0.9964 0.9948
S1 0.9843 0.9843 0.9890 0.9811
S2 0.9778 0.9778 0.9873
S3 0.9592 0.9657 0.9856
S4 0.9406 0.9471 0.9805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0086 0.9900 0.0186 1.9% 0.0082 0.8% 4% False True 99
10 1.0310 0.9900 0.0410 4.1% 0.0075 0.8% 2% False True 93
20 1.0325 0.9900 0.0425 4.3% 0.0067 0.7% 2% False True 77
40 1.0410 0.9900 0.0510 5.1% 0.0069 0.7% 1% False True 67
60 1.0557 0.9900 0.0657 6.6% 0.0048 0.5% 1% False True 52
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 0.0007
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0168
2.618 1.0085
1.618 1.0034
1.000 1.0002
0.618 0.9983
HIGH 0.9951
0.618 0.9932
0.500 0.9926
0.382 0.9919
LOW 0.9900
0.618 0.9868
1.000 0.9849
1.618 0.9817
2.618 0.9766
4.250 0.9683
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 0.9926 0.9960
PP 0.9919 0.9942
S1 0.9913 0.9925

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

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