CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 1.0108 1.0129 0.0021 0.2% 1.0046
High 1.0126 1.0178 0.0052 0.5% 1.0120
Low 1.0086 1.0109 0.0023 0.2% 0.9980
Close 1.0118 1.0178 0.0060 0.6% 1.0087
Range 0.0040 0.0069 0.0029 72.5% 0.0140
ATR 0.0069 0.0069 0.0000 -0.1% 0.0000
Volume 58 43 -15 -25.9% 192
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0362 1.0339 1.0216
R3 1.0293 1.0270 1.0197
R2 1.0224 1.0224 1.0191
R1 1.0201 1.0201 1.0184 1.0213
PP 1.0155 1.0155 1.0155 1.0161
S1 1.0132 1.0132 1.0172 1.0144
S2 1.0086 1.0086 1.0165
S3 1.0017 1.0063 1.0159
S4 0.9948 0.9994 1.0140
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0482 1.0425 1.0164
R3 1.0342 1.0285 1.0126
R2 1.0202 1.0202 1.0113
R1 1.0145 1.0145 1.0100 1.0174
PP 1.0062 1.0062 1.0062 1.0077
S1 1.0005 1.0005 1.0074 1.0034
S2 0.9922 0.9922 1.0061
S3 0.9782 0.9865 1.0049
S4 0.9642 0.9725 1.0010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0178 0.9980 0.0198 1.9% 0.0065 0.6% 100% True False 29
10 1.0178 0.9980 0.0198 1.9% 0.0054 0.5% 100% True False 42
20 1.0178 0.9836 0.0342 3.4% 0.0060 0.6% 100% True False 131
40 1.0178 0.9545 0.0633 6.2% 0.0045 0.4% 100% True False 67
60 1.0241 0.9545 0.0696 6.8% 0.0030 0.3% 91% False False 47
80 1.0241 0.9545 0.0696 6.8% 0.0023 0.2% 91% False False 36
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0471
2.618 1.0359
1.618 1.0290
1.000 1.0247
0.618 1.0221
HIGH 1.0178
0.618 1.0152
0.500 1.0144
0.382 1.0135
LOW 1.0109
0.618 1.0066
1.000 1.0040
1.618 0.9997
2.618 0.9928
4.250 0.9816
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 1.0167 1.0147
PP 1.0155 1.0116
S1 1.0144 1.0086

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

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