CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 0.9776 0.9870 0.0094 1.0% 0.9620
High 0.9882 0.9920 0.0038 0.4% 0.9914
Low 0.9766 0.9844 0.0078 0.8% 0.9549
Close 0.9853 0.9885 0.0032 0.3% 0.9820
Range 0.0116 0.0076 -0.0040 -34.5% 0.0365
ATR 0.0110 0.0107 -0.0002 -2.2% 0.0000
Volume 27,680 46,039 18,359 66.3% 29,129
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0111 1.0074 0.9927
R3 1.0035 0.9998 0.9906
R2 0.9959 0.9959 0.9899
R1 0.9922 0.9922 0.9892 0.9941
PP 0.9883 0.9883 0.9883 0.9892
S1 0.9846 0.9846 0.9878 0.9865
S2 0.9807 0.9807 0.9871
S3 0.9731 0.9770 0.9864
S4 0.9655 0.9694 0.9843
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 0.9920 0.9739 0.0181 1.8% 0.0115 1.2% 81% True False 21,988
10 0.9920 0.9499 0.0421 4.3% 0.0120 1.2% 92% True False 12,674
20 0.9920 0.9499 0.0421 4.3% 0.0105 1.1% 92% True False 6,478
40 1.0325 0.9499 0.0826 8.4% 0.0087 0.9% 47% False False 3,278
60 1.0331 0.9499 0.0832 8.4% 0.0082 0.8% 46% False False 2,207
80 1.0557 0.9499 0.1058 10.7% 0.0064 0.6% 36% False False 1,661
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0022
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0243
2.618 1.0119
1.618 1.0043
1.000 0.9996
0.618 0.9967
HIGH 0.9920
0.618 0.9891
0.500 0.9882
0.382 0.9873
LOW 0.9844
0.618 0.9797
1.000 0.9768
1.618 0.9721
2.618 0.9645
4.250 0.9521
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 0.9884 0.9871
PP 0.9883 0.9857
S1 0.9882 0.9843

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

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