CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 1.0450 1.0417 -0.0033 -0.3% 1.0308
High 1.0497 1.0541 0.0044 0.4% 1.0440
Low 1.0403 1.0396 -0.0007 -0.1% 1.0125
Close 1.0422 1.0409 -0.0013 -0.1% 1.0425
Range 0.0094 0.0145 0.0051 54.3% 0.0315
ATR 0.0098 0.0102 0.0003 3.4% 0.0000
Volume 146,645 210,209 63,564 43.3% 799,913
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0884 1.0791 1.0489
R3 1.0739 1.0646 1.0449
R2 1.0594 1.0594 1.0436
R1 1.0501 1.0501 1.0422 1.0475
PP 1.0449 1.0449 1.0449 1.0436
S1 1.0356 1.0356 1.0396 1.0330
S2 1.0304 1.0304 1.0382
S3 1.0159 1.0211 1.0369
S4 1.0014 1.0066 1.0329
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.1275 1.1165 1.0598
R3 1.0960 1.0850 1.0512
R2 1.0645 1.0645 1.0483
R1 1.0535 1.0535 1.0454 1.0590
PP 1.0330 1.0330 1.0330 1.0358
S1 1.0220 1.0220 1.0396 1.0275
S2 1.0015 1.0015 1.0367
S3 0.9700 0.9905 1.0338
S4 0.9385 0.9590 1.0252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0541 1.0336 0.0205 2.0% 0.0090 0.9% 36% True False 145,290
10 1.0541 1.0125 0.0416 4.0% 0.0103 1.0% 68% True False 149,852
20 1.0541 1.0040 0.0501 4.8% 0.0099 0.9% 74% True False 137,948
40 1.0541 0.9739 0.0802 7.7% 0.0103 1.0% 84% True False 117,086
60 1.0541 0.9499 0.1042 10.0% 0.0100 1.0% 87% True False 78,393
80 1.0541 0.9499 0.1042 10.0% 0.0092 0.9% 87% True False 58,814
100 1.0541 0.9499 0.1042 10.0% 0.0086 0.8% 87% True False 47,060
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1157
2.618 1.0921
1.618 1.0776
1.000 1.0686
0.618 1.0631
HIGH 1.0541
0.618 1.0486
0.500 1.0469
0.382 1.0451
LOW 1.0396
0.618 1.0306
1.000 1.0251
1.618 1.0161
2.618 1.0016
4.250 0.9780
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 1.0469 1.0469
PP 1.0449 1.0449
S1 1.0429 1.0429

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

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