CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 1.0535 1.0541 0.0006 0.1% 1.0538
High 1.0578 1.0548 -0.0030 -0.3% 1.0578
Low 1.0518 1.0462 -0.0056 -0.5% 1.0462
Close 1.0542 1.0532 -0.0010 -0.1% 1.0532
Range 0.0060 0.0086 0.0026 43.3% 0.0116
ATR 0.0091 0.0091 0.0000 -0.4% 0.0000
Volume 106,502 120,388 13,886 13.0% 502,082
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0772 1.0738 1.0579
R3 1.0686 1.0652 1.0556
R2 1.0600 1.0600 1.0548
R1 1.0566 1.0566 1.0540 1.0540
PP 1.0514 1.0514 1.0514 1.0501
S1 1.0480 1.0480 1.0524 1.0454
S2 1.0428 1.0428 1.0516
S3 1.0342 1.0394 1.0508
S4 1.0256 1.0308 1.0485
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0872 1.0818 1.0596
R3 1.0756 1.0702 1.0564
R2 1.0640 1.0640 1.0553
R1 1.0586 1.0586 1.0543 1.0555
PP 1.0524 1.0524 1.0524 1.0509
S1 1.0470 1.0470 1.0521 1.0439
S2 1.0408 1.0408 1.0511
S3 1.0292 1.0354 1.0500
S4 1.0176 1.0238 1.0468
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0578 1.0462 0.0116 1.1% 0.0062 0.6% 60% False True 100,416
10 1.0578 1.0396 0.0182 1.7% 0.0078 0.7% 75% False False 122,399
20 1.0578 1.0125 0.0453 4.3% 0.0089 0.8% 90% False False 131,912
40 1.0578 0.9891 0.0687 6.5% 0.0097 0.9% 93% False False 128,930
60 1.0578 0.9499 0.1079 10.2% 0.0100 1.0% 96% False False 89,180
80 1.0578 0.9499 0.1079 10.2% 0.0093 0.9% 96% False False 66,905
100 1.0578 0.9499 0.1079 10.2% 0.0089 0.8% 96% False False 53,537
120 1.0578 0.9499 0.1079 10.2% 0.0076 0.7% 96% False False 44,618
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0914
2.618 1.0773
1.618 1.0687
1.000 1.0634
0.618 1.0601
HIGH 1.0548
0.618 1.0515
0.500 1.0505
0.382 1.0495
LOW 1.0462
0.618 1.0409
1.000 1.0376
1.618 1.0323
2.618 1.0237
4.250 1.0097
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 1.0523 1.0528
PP 1.0514 1.0524
S1 1.0505 1.0520

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

View Archives - Comment on this page... - Back to Index of Symbols