CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 1.0538 1.0527 -0.0011 -0.1% 1.0433
High 1.0552 1.0564 0.0012 0.1% 1.0541
Low 1.0496 1.0508 0.0012 0.1% 1.0396
Close 1.0540 1.0516 -0.0024 -0.2% 1.0515
Range 0.0056 0.0056 0.0000 0.0% 0.0145
ATR 0.0100 0.0097 -0.0003 -3.1% 0.0000
Volume 86,265 86,528 263 0.3% 721,909
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0697 1.0663 1.0547
R3 1.0641 1.0607 1.0531
R2 1.0585 1.0585 1.0526
R1 1.0551 1.0551 1.0521 1.0540
PP 1.0529 1.0529 1.0529 1.0524
S1 1.0495 1.0495 1.0511 1.0484
S2 1.0473 1.0473 1.0506
S3 1.0417 1.0439 1.0501
S4 1.0361 1.0383 1.0485
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0919 1.0862 1.0595
R3 1.0774 1.0717 1.0555
R2 1.0629 1.0629 1.0542
R1 1.0572 1.0572 1.0528 1.0601
PP 1.0484 1.0484 1.0484 1.0498
S1 1.0427 1.0427 1.0502 1.0456
S2 1.0339 1.0339 1.0488
S3 1.0194 1.0282 1.0475
S4 1.0049 1.0137 1.0435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0564 1.0396 0.0168 1.6% 0.0095 0.9% 71% True False 135,073
10 1.0564 1.0125 0.0439 4.2% 0.0098 0.9% 89% True False 137,636
20 1.0564 1.0040 0.0524 5.0% 0.0098 0.9% 91% True False 136,902
40 1.0564 0.9766 0.0798 7.6% 0.0099 0.9% 94% True False 124,143
60 1.0564 0.9499 0.1065 10.1% 0.0100 1.0% 95% True False 83,696
80 1.0564 0.9499 0.1065 10.1% 0.0092 0.9% 95% True False 62,791
100 1.0564 0.9499 0.1065 10.1% 0.0088 0.8% 95% True False 50,245
120 1.0564 0.9499 0.1065 10.1% 0.0074 0.7% 95% True False 41,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Fibonacci Retracements and Extensions
4.250 1.0802
2.618 1.0711
1.618 1.0655
1.000 1.0620
0.618 1.0599
HIGH 1.0564
0.618 1.0543
0.500 1.0536
0.382 1.0529
LOW 1.0508
0.618 1.0473
1.000 1.0452
1.618 1.0417
2.618 1.0361
4.250 1.0270
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 1.0536 1.0506
PP 1.0529 1.0495
S1 1.0523 1.0485

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

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