CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 1.0220 1.0118 -0.0102 -1.0% 1.0188
High 1.0224 1.0147 -0.0077 -0.8% 1.0261
Low 1.0112 1.0089 -0.0023 -0.2% 1.0112
Close 1.0124 1.0132 0.0008 0.1% 1.0124
Range 0.0112 0.0058 -0.0054 -48.2% 0.0149
ATR 0.0106 0.0103 -0.0003 -3.2% 0.0000
Volume 123,861 98,071 -25,790 -20.8% 315,007
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0297 1.0272 1.0164
R3 1.0239 1.0214 1.0148
R2 1.0181 1.0181 1.0143
R1 1.0156 1.0156 1.0137 1.0169
PP 1.0123 1.0123 1.0123 1.0129
S1 1.0098 1.0098 1.0127 1.0111
S2 1.0065 1.0065 1.0121
S3 1.0007 1.0040 1.0116
S4 0.9949 0.9982 1.0100
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0613 1.0517 1.0206
R3 1.0464 1.0368 1.0165
R2 1.0315 1.0315 1.0151
R1 1.0219 1.0219 1.0138 1.0193
PP 1.0166 1.0166 1.0166 1.0152
S1 1.0070 1.0070 1.0110 1.0044
S2 1.0017 1.0017 1.0097
S3 0.9868 0.9921 1.0083
S4 0.9719 0.9772 1.0042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0261 1.0089 0.0172 1.7% 0.0078 0.8% 25% False True 82,615
10 1.0261 0.9894 0.0367 3.6% 0.0100 1.0% 65% False False 108,966
20 1.0261 0.9766 0.0495 4.9% 0.0104 1.0% 74% False False 106,615
40 1.0261 0.9499 0.0762 7.5% 0.0101 1.0% 83% False False 54,158
60 1.0325 0.9499 0.0826 8.2% 0.0090 0.9% 77% False False 36,133
80 1.0410 0.9499 0.0911 9.0% 0.0085 0.8% 69% False False 27,112
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 0.0025
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0394
2.618 1.0299
1.618 1.0241
1.000 1.0205
0.618 1.0183
HIGH 1.0147
0.618 1.0125
0.500 1.0118
0.382 1.0111
LOW 1.0089
0.618 1.0053
1.000 1.0031
1.618 0.9995
2.618 0.9937
4.250 0.9843
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 1.0127 1.0175
PP 1.0123 1.0161
S1 1.0118 1.0146

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

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