CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 1.0275 1.0363 0.0088 0.9% 1.0284
High 1.0393 1.0379 -0.0014 -0.1% 1.0393
Low 1.0268 1.0325 0.0057 0.6% 1.0155
Close 1.0386 1.0333 -0.0053 -0.5% 1.0386
Range 0.0125 0.0054 -0.0071 -56.8% 0.0238
ATR 0.0086 0.0084 -0.0002 -2.1% 0.0000
Volume 166,916 86,479 -80,437 -48.2% 667,246
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0508 1.0474 1.0363
R3 1.0454 1.0420 1.0348
R2 1.0400 1.0400 1.0343
R1 1.0366 1.0366 1.0338 1.0356
PP 1.0346 1.0346 1.0346 1.0341
S1 1.0312 1.0312 1.0328 1.0302
S2 1.0292 1.0292 1.0323
S3 1.0238 1.0258 1.0318
S4 1.0184 1.0204 1.0303
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.1025 1.0944 1.0517
R3 1.0787 1.0706 1.0451
R2 1.0549 1.0549 1.0430
R1 1.0468 1.0468 1.0408 1.0509
PP 1.0311 1.0311 1.0311 1.0332
S1 1.0230 1.0230 1.0364 1.0271
S2 1.0073 1.0073 1.0342
S3 0.9835 0.9992 1.0321
S4 0.9597 0.9754 1.0255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0393 1.0155 0.0238 2.3% 0.0097 0.9% 75% False False 150,745
10 1.0406 1.0155 0.0251 2.4% 0.0078 0.8% 71% False False 122,216
20 1.0540 1.0155 0.0385 3.7% 0.0078 0.8% 46% False False 118,154
40 1.0578 1.0125 0.0453 4.4% 0.0084 0.8% 46% False False 125,033
60 1.0578 0.9891 0.0687 6.6% 0.0091 0.9% 64% False False 125,338
80 1.0578 0.9499 0.1079 10.4% 0.0095 0.9% 77% False False 96,423
100 1.0578 0.9499 0.1079 10.4% 0.0090 0.9% 77% False False 77,155
120 1.0578 0.9499 0.1079 10.4% 0.0087 0.8% 77% False False 64,307
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0609
2.618 1.0520
1.618 1.0466
1.000 1.0433
0.618 1.0412
HIGH 1.0379
0.618 1.0358
0.500 1.0352
0.382 1.0346
LOW 1.0325
0.618 1.0292
1.000 1.0271
1.618 1.0238
2.618 1.0184
4.250 1.0096
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 1.0352 1.0314
PP 1.0346 1.0294
S1 1.0339 1.0275

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

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