CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 1.0177 1.0242 0.0065 0.6% 1.0046
High 1.0227 1.0298 0.0071 0.7% 1.0120
Low 1.0153 1.0242 0.0089 0.9% 0.9980
Close 1.0216 1.0297 0.0081 0.8% 1.0087
Range 0.0074 0.0056 -0.0018 -24.3% 0.0140
ATR 0.0070 0.0071 0.0001 1.3% 0.0000
Volume 59 43 -16 -27.1% 192
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0447 1.0428 1.0328
R3 1.0391 1.0372 1.0312
R2 1.0335 1.0335 1.0307
R1 1.0316 1.0316 1.0302 1.0326
PP 1.0279 1.0279 1.0279 1.0284
S1 1.0260 1.0260 1.0292 1.0270
S2 1.0223 1.0223 1.0287
S3 1.0167 1.0204 1.0282
S4 1.0111 1.0148 1.0266
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 1.0298 0.9993 0.0305 3.0% 0.0067 0.6% 100% True False 47
10 1.0298 0.9980 0.0318 3.1% 0.0058 0.6% 100% True False 43
20 1.0298 0.9836 0.0462 4.5% 0.0058 0.6% 100% True False 134
40 1.0298 0.9545 0.0753 7.3% 0.0047 0.5% 100% True False 70
60 1.0298 0.9545 0.0753 7.3% 0.0033 0.3% 100% True False 48
80 1.0298 0.9545 0.0753 7.3% 0.0025 0.2% 100% True False 37
Crabel Price Patterns
NR True
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0536
2.618 1.0445
1.618 1.0389
1.000 1.0354
0.618 1.0333
HIGH 1.0298
0.618 1.0277
0.500 1.0270
0.382 1.0263
LOW 1.0242
0.618 1.0207
1.000 1.0186
1.618 1.0151
2.618 1.0095
4.250 1.0004
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 1.0288 1.0266
PP 1.0279 1.0235
S1 1.0270 1.0204

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

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