CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 0.9742 0.9615 -0.0127 -1.3% 0.9744
High 0.9742 0.9683 -0.0059 -0.6% 0.9827
Low 0.9617 0.9592 -0.0025 -0.3% 0.9605
Close 0.9625 0.9656 0.0031 0.3% 0.9682
Range 0.0125 0.0091 -0.0034 -27.2% 0.0222
ATR 0.0093 0.0093 0.0000 -0.2% 0.0000
Volume 545 580 35 6.4% 1,550
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 0.9917 0.9877 0.9706
R3 0.9826 0.9786 0.9681
R2 0.9735 0.9735 0.9673
R1 0.9695 0.9695 0.9664 0.9715
PP 0.9644 0.9644 0.9644 0.9654
S1 0.9604 0.9604 0.9648 0.9624
S2 0.9553 0.9553 0.9639
S3 0.9462 0.9513 0.9631
S4 0.9371 0.9422 0.9606
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.0371 1.0248 0.9804
R3 1.0149 1.0026 0.9743
R2 0.9927 0.9927 0.9723
R1 0.9804 0.9804 0.9702 0.9755
PP 0.9705 0.9705 0.9705 0.9680
S1 0.9582 0.9582 0.9662 0.9533
S2 0.9483 0.9483 0.9641
S3 0.9261 0.9360 0.9621
S4 0.9039 0.9138 0.9560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9800 0.9592 0.0208 2.2% 0.0093 1.0% 31% False True 387
10 0.9848 0.9592 0.0256 2.7% 0.0092 1.0% 25% False True 333
20 1.0185 0.9592 0.0593 6.1% 0.0085 0.9% 11% False True 207
40 1.0325 0.9592 0.0733 7.6% 0.0074 0.8% 9% False True 140
60 1.0436 0.9592 0.0844 8.7% 0.0067 0.7% 8% False True 105
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 True
Bull Hook False
Stretch 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0070
2.618 0.9921
1.618 0.9830
1.000 0.9774
0.618 0.9739
HIGH 0.9683
0.618 0.9648
0.500 0.9638
0.382 0.9627
LOW 0.9592
0.618 0.9536
1.000 0.9501
1.618 0.9445
2.618 0.9354
4.250 0.9205
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 0.9650 0.9696
PP 0.9644 0.9683
S1 0.9638 0.9669

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

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