CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 1.0169 1.0241 0.0072 0.7% 1.0068
High 1.0169 1.0241 0.0072 0.7% 1.0241
Low 1.0169 1.0241 0.0072 0.7% 1.0055
Close 1.0169 1.0241 0.0072 0.7% 1.0241
Range
ATR 0.0051 0.0052 0.0002 2.9% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0241 1.0241 1.0241
R3 1.0241 1.0241 1.0241
R2 1.0241 1.0241 1.0241
R1 1.0241 1.0241 1.0241 1.0241
PP 1.0241 1.0241 1.0241 1.0241
S1 1.0241 1.0241 1.0241 1.0241
S2 1.0241 1.0241 1.0241
S3 1.0241 1.0241 1.0241
S4 1.0241 1.0241 1.0241
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0737 1.0675 1.0343
R3 1.0551 1.0489 1.0292
R2 1.0365 1.0365 1.0275
R1 1.0303 1.0303 1.0258 1.0334
PP 1.0179 1.0179 1.0179 1.0195
S1 1.0117 1.0117 1.0224 1.0148
S2 0.9993 0.9993 1.0207
S3 0.9807 0.9931 1.0190
S4 0.9621 0.9745 1.0139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0241 1.0055 0.0186 1.8% 0.0000 0.0% 100% True False 5
10 1.0241 1.0055 0.0186 1.8% 0.0000 0.0% 100% True False 5
20 1.0241 0.9997 0.0244 2.4% 0.0000 0.0% 100% True False 5
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0241
2.618 1.0241
1.618 1.0241
1.000 1.0241
0.618 1.0241
HIGH 1.0241
0.618 1.0241
0.500 1.0241
0.382 1.0241
LOW 1.0241
0.618 1.0241
1.000 1.0241
1.618 1.0241
2.618 1.0241
4.250 1.0241
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 1.0241 1.0221
PP 1.0241 1.0201
S1 1.0241 1.0181

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

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