CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 0.9903 0.9776 -0.0127 -1.3% 0.9620
High 0.9918 0.9882 -0.0036 -0.4% 0.9914
Low 0.9777 0.9766 -0.0011 -0.1% 0.9549
Close 0.9806 0.9853 0.0047 0.5% 0.9820
Range 0.0141 0.0116 -0.0025 -17.7% 0.0365
ATR 0.0109 0.0110 0.0000 0.5% 0.0000
Volume 22,106 27,680 5,574 25.2% 29,129
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0182 1.0133 0.9917
R3 1.0066 1.0017 0.9885
R2 0.9950 0.9950 0.9874
R1 0.9901 0.9901 0.9864 0.9926
PP 0.9834 0.9834 0.9834 0.9846
S1 0.9785 0.9785 0.9842 0.9810
S2 0.9718 0.9718 0.9832
S3 0.9602 0.9669 0.9821
S4 0.9486 0.9553 0.9789
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0856 1.0703 1.0021
R3 1.0491 1.0338 0.9920
R2 1.0126 1.0126 0.9887
R1 0.9973 0.9973 0.9853 1.0050
PP 0.9761 0.9761 0.9761 0.9799
S1 0.9608 0.9608 0.9787 0.9685
S2 0.9396 0.9396 0.9753
S3 0.9031 0.9243 0.9720
S4 0.8666 0.8878 0.9619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9918 0.9659 0.0259 2.6% 0.0136 1.4% 75% False False 14,971
10 0.9918 0.9499 0.0419 4.3% 0.0124 1.3% 84% False False 8,125
20 0.9918 0.9499 0.0419 4.3% 0.0106 1.1% 84% False False 4,182
40 1.0325 0.9499 0.0826 8.4% 0.0087 0.9% 43% False False 2,128
60 1.0331 0.9499 0.0832 8.4% 0.0081 0.8% 43% False False 1,440
80 1.0557 0.9499 0.1058 10.7% 0.0063 0.6% 33% False False 1,085
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0375
2.618 1.0186
1.618 1.0070
1.000 0.9998
0.618 0.9954
HIGH 0.9882
0.618 0.9838
0.500 0.9824
0.382 0.9810
LOW 0.9766
0.618 0.9694
1.000 0.9650
1.618 0.9578
2.618 0.9462
4.250 0.9273
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 0.9843 0.9845
PP 0.9834 0.9837
S1 0.9824 0.9829

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

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