CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 0.9830 0.9818 -0.0012 -0.1% 1.0009
High 0.9850 0.9848 -0.0002 0.0% 1.0086
Low 0.9772 0.9785 0.0013 0.1% 0.9900
Close 0.9807 0.9820 0.0013 0.1% 0.9907
Range 0.0078 0.0063 -0.0015 -19.2% 0.0186
ATR 0.0079 0.0078 -0.0001 -1.4% 0.0000
Volume 77 145 68 88.3% 495
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 1.0007 0.9976 0.9855
R3 0.9944 0.9913 0.9837
R2 0.9881 0.9881 0.9832
R1 0.9850 0.9850 0.9826 0.9866
PP 0.9818 0.9818 0.9818 0.9825
S1 0.9787 0.9787 0.9814 0.9803
S2 0.9755 0.9755 0.9808
S3 0.9692 0.9724 0.9803
S4 0.9629 0.9661 0.9785
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 0.9951 0.9772 0.0179 1.8% 0.0066 0.7% 27% False False 100
10 1.0137 0.9772 0.0365 3.7% 0.0078 0.8% 13% False False 92
20 1.0325 0.9772 0.0553 5.6% 0.0070 0.7% 9% False False 87
40 1.0331 0.9772 0.0559 5.7% 0.0070 0.7% 9% False False 70
60 1.0557 0.9772 0.0785 8.0% 0.0053 0.5% 6% False False 58
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0116
2.618 1.0013
1.618 0.9950
1.000 0.9911
0.618 0.9887
HIGH 0.9848
0.618 0.9824
0.500 0.9817
0.382 0.9809
LOW 0.9785
0.618 0.9746
1.000 0.9722
1.618 0.9683
2.618 0.9620
4.250 0.9517
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 0.9819 0.9835
PP 0.9818 0.9830
S1 0.9817 0.9825

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

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