CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 0.9818 0.9768 -0.0050 -0.5% 0.9900
High 0.9848 0.9783 -0.0065 -0.7% 0.9905
Low 0.9785 0.9702 -0.0083 -0.8% 0.9702
Close 0.9820 0.9714 -0.0106 -1.1% 0.9714
Range 0.0063 0.0081 0.0018 28.6% 0.0203
ATR 0.0078 0.0081 0.0003 3.7% 0.0000
Volume 145 423 278 191.7% 846
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 0.9976 0.9926 0.9759
R3 0.9895 0.9845 0.9736
R2 0.9814 0.9814 0.9729
R1 0.9764 0.9764 0.9721 0.9749
PP 0.9733 0.9733 0.9733 0.9725
S1 0.9683 0.9683 0.9707 0.9668
S2 0.9652 0.9652 0.9699
S3 0.9571 0.9602 0.9692
S4 0.9490 0.9521 0.9669
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.0383 1.0251 0.9826
R3 1.0180 1.0048 0.9770
R2 0.9977 0.9977 0.9751
R1 0.9845 0.9845 0.9733 0.9810
PP 0.9774 0.9774 0.9774 0.9756
S1 0.9642 0.9642 0.9695 0.9607
S2 0.9571 0.9571 0.9677
S3 0.9368 0.9439 0.9658
S4 0.9165 0.9236 0.9602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9905 0.9702 0.0203 2.1% 0.0072 0.7% 6% False True 169
10 1.0086 0.9702 0.0384 4.0% 0.0077 0.8% 3% False True 134
20 1.0325 0.9702 0.0623 6.4% 0.0072 0.7% 2% False True 103
40 1.0331 0.9702 0.0629 6.5% 0.0070 0.7% 2% False True 78
60 1.0557 0.9702 0.0855 8.8% 0.0054 0.6% 1% False True 64
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0127
2.618 0.9995
1.618 0.9914
1.000 0.9864
0.618 0.9833
HIGH 0.9783
0.618 0.9752
0.500 0.9743
0.382 0.9733
LOW 0.9702
0.618 0.9652
1.000 0.9621
1.618 0.9571
2.618 0.9490
4.250 0.9358
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 0.9743 0.9776
PP 0.9733 0.9755
S1 0.9724 0.9735

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

View Archives - Comment on this page... - Back to Index of Symbols