CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 1.0142 1.0125 -0.0017 -0.2% 1.0188
High 1.0181 1.0217 0.0036 0.4% 1.0261
Low 1.0095 1.0115 0.0020 0.2% 1.0112
Close 1.0122 1.0161 0.0039 0.4% 1.0124
Range 0.0086 0.0102 0.0016 18.6% 0.0149
ATR 0.0102 0.0102 0.0000 0.0% 0.0000
Volume 117,501 132,482 14,981 12.7% 315,007
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0470 1.0418 1.0217
R3 1.0368 1.0316 1.0189
R2 1.0266 1.0266 1.0180
R1 1.0214 1.0214 1.0170 1.0240
PP 1.0164 1.0164 1.0164 1.0178
S1 1.0112 1.0112 1.0152 1.0138
S2 1.0062 1.0062 1.0142
S3 0.9960 1.0010 1.0133
S4 0.9858 0.9908 1.0105
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% 0.0089 0.9% 42% False False 94,483
10 1.0261 0.9924 0.0337 3.3% 0.0099 1.0% 70% False False 109,516
20 1.0261 0.9840 0.0421 4.1% 0.0101 1.0% 76% False False 116,624
40 1.0261 0.9499 0.0762 7.5% 0.0103 1.0% 87% False False 60,403
60 1.0325 0.9499 0.0826 8.1% 0.0091 0.9% 80% False False 40,293
80 1.0331 0.9499 0.0832 8.2% 0.0086 0.8% 80% False False 30,236
100 1.0557 0.9499 0.1058 10.4% 0.0071 0.7% 63% False False 24,193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0651
2.618 1.0484
1.618 1.0382
1.000 1.0319
0.618 1.0280
HIGH 1.0217
0.618 1.0178
0.500 1.0166
0.382 1.0154
LOW 1.0115
0.618 1.0052
1.000 1.0013
1.618 0.9950
2.618 0.9848
4.250 0.9682
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 1.0166 1.0158
PP 1.0164 1.0156
S1 1.0163 1.0153

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

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