CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 0.9661 0.9834 0.0173 1.8% 0.9709
High 0.9844 0.9914 0.0070 0.7% 0.9800
Low 0.9659 0.9795 0.0136 1.4% 0.9499
Close 0.9824 0.9860 0.0036 0.4% 0.9602
Range 0.0185 0.0119 -0.0066 -35.7% 0.0301
ATR 0.0104 0.0106 0.0001 1.0% 0.0000
Volume 10,952 7,151 -3,801 -34.7% 2,427
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0213 1.0156 0.9925
R3 1.0094 1.0037 0.9893
R2 0.9975 0.9975 0.9882
R1 0.9918 0.9918 0.9871 0.9947
PP 0.9856 0.9856 0.9856 0.9871
S1 0.9799 0.9799 0.9849 0.9828
S2 0.9737 0.9737 0.9838
S3 0.9618 0.9680 0.9827
S4 0.9499 0.9561 0.9795
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 0.9914 0.9499 0.0415 4.2% 0.0130 1.3% 87% True False 4,674
10 0.9914 0.9499 0.0415 4.2% 0.0112 1.1% 87% True False 2,531
20 1.0020 0.9499 0.0521 5.3% 0.0096 1.0% 69% False False 1,359
40 1.0325 0.9499 0.0826 8.4% 0.0082 0.8% 44% False False 720
60 1.0410 0.9499 0.0911 9.2% 0.0077 0.8% 40% False False 495
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0420
2.618 1.0226
1.618 1.0107
1.000 1.0033
0.618 0.9988
HIGH 0.9914
0.618 0.9869
0.500 0.9855
0.382 0.9840
LOW 0.9795
0.618 0.9721
1.000 0.9676
1.618 0.9602
2.618 0.9483
4.250 0.9289
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 0.9858 0.9830
PP 0.9856 0.9800
S1 0.9855 0.9771

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

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