CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 1.0348 1.0331 -0.0017 -0.2% 1.0407
High 1.0380 1.0333 -0.0047 -0.5% 1.0523
Low 1.0330 1.0276 -0.0054 -0.5% 1.0354
Close 1.0344 1.0280 -0.0064 -0.6% 1.0387
Range 0.0050 0.0057 0.0007 14.0% 0.0169
ATR 0.0079 0.0078 -0.0001 -1.0% 0.0000
Volume 87,050 83,449 -3,601 -4.1% 652,073
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0467 1.0431 1.0311
R3 1.0410 1.0374 1.0296
R2 1.0353 1.0353 1.0290
R1 1.0317 1.0317 1.0285 1.0307
PP 1.0296 1.0296 1.0296 1.0291
S1 1.0260 1.0260 1.0275 1.0250
S2 1.0239 1.0239 1.0270
S3 1.0182 1.0203 1.0264
S4 1.0125 1.0146 1.0249
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0928 1.0827 1.0480
R3 1.0759 1.0658 1.0433
R2 1.0590 1.0590 1.0418
R1 1.0489 1.0489 1.0402 1.0455
PP 1.0421 1.0421 1.0421 1.0405
S1 1.0320 1.0320 1.0372 1.0286
S2 1.0252 1.0252 1.0356
S3 1.0083 1.0151 1.0341
S4 0.9914 0.9982 1.0294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0423 1.0276 0.0147 1.4% 0.0057 0.6% 3% False True 92,534
10 1.0523 1.0276 0.0247 2.4% 0.0075 0.7% 2% False True 109,127
20 1.0578 1.0276 0.0302 2.9% 0.0072 0.7% 1% False True 105,897
40 1.0578 1.0040 0.0538 5.2% 0.0085 0.8% 45% False False 121,922
60 1.0578 0.9739 0.0839 8.2% 0.0093 0.9% 64% False False 113,356
80 1.0578 0.9499 0.1079 10.5% 0.0093 0.9% 72% False False 85,269
100 1.0578 0.9499 0.1079 10.5% 0.0088 0.9% 72% False False 68,230
120 1.0578 0.9499 0.1079 10.5% 0.0084 0.8% 72% False False 56,866
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0575
2.618 1.0482
1.618 1.0425
1.000 1.0390
0.618 1.0368
HIGH 1.0333
0.618 1.0311
0.500 1.0305
0.382 1.0298
LOW 1.0276
0.618 1.0241
1.000 1.0219
1.618 1.0184
2.618 1.0127
4.250 1.0034
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 1.0305 1.0328
PP 1.0296 1.0312
S1 1.0288 1.0296

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

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