CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 1.0174 1.0262 0.0088 0.9% 1.0185
High 1.0285 1.0374 0.0089 0.9% 1.0389
Low 1.0125 1.0245 0.0120 1.2% 1.0142
Close 1.0277 1.0349 0.0072 0.7% 1.0320
Range 0.0160 0.0129 -0.0031 -19.4% 0.0247
ATR 0.0104 0.0106 0.0002 1.7% 0.0000
Volume 157,814 173,589 15,775 10.0% 614,354
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0710 1.0658 1.0420
R3 1.0581 1.0529 1.0384
R2 1.0452 1.0452 1.0373
R1 1.0400 1.0400 1.0361 1.0426
PP 1.0323 1.0323 1.0323 1.0336
S1 1.0271 1.0271 1.0337 1.0297
S2 1.0194 1.0194 1.0325
S3 1.0065 1.0142 1.0314
S4 0.9936 1.0013 1.0278
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.1025 1.0919 1.0456
R3 1.0778 1.0672 1.0388
R2 1.0531 1.0531 1.0365
R1 1.0425 1.0425 1.0343 1.0478
PP 1.0284 1.0284 1.0284 1.0310
S1 1.0178 1.0178 1.0297 1.0231
S2 1.0037 1.0037 1.0275
S3 0.9790 0.9931 1.0252
S4 0.9543 0.9684 1.0184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0377 1.0125 0.0252 2.4% 0.0116 1.1% 89% False False 154,415
10 1.0389 1.0063 0.0326 3.2% 0.0100 1.0% 88% False False 139,837
20 1.0389 0.9924 0.0465 4.5% 0.0105 1.0% 91% False False 127,813
40 1.0389 0.9499 0.0890 8.6% 0.0107 1.0% 96% False False 99,345
60 1.0389 0.9499 0.0890 8.6% 0.0099 1.0% 96% False False 66,293
80 1.0389 0.9499 0.0890 8.6% 0.0090 0.9% 96% False False 49,736
100 1.0436 0.9499 0.0937 9.1% 0.0082 0.8% 91% False False 39,797
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 1.0922
2.618 1.0712
1.618 1.0583
1.000 1.0503
0.618 1.0454
HIGH 1.0374
0.618 1.0325
0.500 1.0310
0.382 1.0294
LOW 1.0245
0.618 1.0165
1.000 1.0116
1.618 1.0036
2.618 0.9907
4.250 0.9697
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 1.0336 1.0316
PP 1.0323 1.0283
S1 1.0310 1.0250

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

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