CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 1.0424 1.0461 0.0037 0.4% 1.0284
High 1.0502 1.0567 0.0065 0.6% 1.0393
Low 1.0422 1.0392 -0.0030 -0.3% 1.0155
Close 1.0451 1.0546 0.0095 0.9% 1.0386
Range 0.0080 0.0175 0.0095 118.8% 0.0238
ATR 0.0087 0.0093 0.0006 7.3% 0.0000
Volume 175,779 172,667 -3,112 -1.8% 667,246
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.1027 1.0961 1.0642
R3 1.0852 1.0786 1.0594
R2 1.0677 1.0677 1.0578
R1 1.0611 1.0611 1.0562 1.0644
PP 1.0502 1.0502 1.0502 1.0518
S1 1.0436 1.0436 1.0530 1.0469
S2 1.0327 1.0327 1.0514
S3 1.0152 1.0261 1.0498
S4 0.9977 1.0086 1.0450
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 1.0567 1.0268 0.0299 2.8% 0.0112 1.1% 93% True False 147,725
10 1.0567 1.0155 0.0412 3.9% 0.0100 1.0% 95% True False 146,162
20 1.0567 1.0155 0.0412 3.9% 0.0087 0.8% 95% True False 128,100
40 1.0578 1.0125 0.0453 4.3% 0.0087 0.8% 93% False False 128,190
60 1.0578 0.9894 0.0684 6.5% 0.0092 0.9% 95% False False 126,830
80 1.0578 0.9499 0.1079 10.2% 0.0097 0.9% 97% False False 102,475
100 1.0578 0.9499 0.1079 10.2% 0.0092 0.9% 97% False False 82,006
120 1.0578 0.9499 0.1079 10.2% 0.0088 0.8% 97% False False 68,347
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 1.1311
2.618 1.1025
1.618 1.0850
1.000 1.0742
0.618 1.0675
HIGH 1.0567
0.618 1.0500
0.500 1.0480
0.382 1.0459
LOW 1.0392
0.618 1.0284
1.000 1.0217
1.618 1.0109
2.618 0.9934
4.250 0.9648
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 1.0524 1.0512
PP 1.0502 1.0477
S1 1.0480 1.0443

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

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