CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 0.9946 0.9900 -0.0046 -0.5% 1.0009
High 0.9951 0.9905 -0.0046 -0.5% 1.0086
Low 0.9900 0.9848 -0.0052 -0.5% 0.9900
Close 0.9907 0.9853 -0.0054 -0.5% 0.9907
Range 0.0051 0.0057 0.0006 11.8% 0.0186
ATR 0.0080 0.0079 -0.0002 -1.9% 0.0000
Volume 80 80 0 0.0% 495
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 1.0040 1.0003 0.9884
R3 0.9983 0.9946 0.9869
R2 0.9926 0.9926 0.9863
R1 0.9889 0.9889 0.9858 0.9879
PP 0.9869 0.9869 0.9869 0.9864
S1 0.9832 0.9832 0.9848 0.9822
S2 0.9812 0.9812 0.9843
S3 0.9755 0.9775 0.9837
S4 0.9698 0.9718 0.9822
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 1.0064 0.9848 0.0216 2.2% 0.0067 0.7% 2% False True 107
10 1.0280 0.9848 0.0432 4.4% 0.0077 0.8% 1% False True 87
20 1.0325 0.9848 0.0477 4.8% 0.0068 0.7% 1% False True 73
40 1.0331 0.9848 0.0483 4.9% 0.0069 0.7% 1% False True 69
60 1.0557 0.9848 0.0709 7.2% 0.0049 0.5% 1% False True 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0147
2.618 1.0054
1.618 0.9997
1.000 0.9962
0.618 0.9940
HIGH 0.9905
0.618 0.9883
0.500 0.9877
0.382 0.9870
LOW 0.9848
0.618 0.9813
1.000 0.9791
1.618 0.9756
2.618 0.9699
4.250 0.9606
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 0.9877 0.9934
PP 0.9869 0.9907
S1 0.9861 0.9880

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

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