CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 0.9636 0.9620 -0.0016 -0.2% 0.9709
High 0.9638 0.9665 0.0027 0.3% 0.9800
Low 0.9499 0.9549 0.0050 0.5% 0.9499
Close 0.9602 0.9643 0.0041 0.4% 0.9602
Range 0.0139 0.0116 -0.0023 -16.5% 0.0301
ATR 0.0098 0.0099 0.0001 1.4% 0.0000
Volume 1,212 1,242 30 2.5% 2,427
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9967 0.9921 0.9707
R3 0.9851 0.9805 0.9675
R2 0.9735 0.9735 0.9664
R1 0.9689 0.9689 0.9654 0.9712
PP 0.9619 0.9619 0.9619 0.9631
S1 0.9573 0.9573 0.9632 0.9596
S2 0.9503 0.9503 0.9622
S3 0.9387 0.9457 0.9611
S4 0.9271 0.9341 0.9579
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0537 1.0370 0.9768
R3 1.0236 1.0069 0.9685
R2 0.9935 0.9935 0.9657
R1 0.9768 0.9768 0.9630 0.9701
PP 0.9634 0.9634 0.9634 0.9600
S1 0.9467 0.9467 0.9574 0.9400
S2 0.9333 0.9333 0.9547
S3 0.9032 0.9166 0.9519
S4 0.8731 0.8865 0.9436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9800 0.9499 0.0301 3.1% 0.0113 1.2% 48% False False 733
10 0.9827 0.9499 0.0328 3.4% 0.0103 1.1% 44% False False 521
20 1.0086 0.9499 0.0587 6.1% 0.0090 0.9% 25% False False 328
40 1.0325 0.9499 0.0826 8.6% 0.0078 0.8% 17% False False 198
60 1.0410 0.9499 0.0911 9.4% 0.0071 0.7% 16% False False 146
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 False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0158
2.618 0.9969
1.618 0.9853
1.000 0.9781
0.618 0.9737
HIGH 0.9665
0.618 0.9621
0.500 0.9607
0.382 0.9593
LOW 0.9549
0.618 0.9477
1.000 0.9433
1.618 0.9361
2.618 0.9245
4.250 0.9056
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 0.9631 0.9626
PP 0.9619 0.9608
S1 0.9607 0.9591

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

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