CME Australian Dollar Future December 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 1.0176 1.0137 -0.0039 -0.4% 1.0108
High 1.0176 1.0173 -0.0003 0.0% 1.0298
Low 1.0127 1.0095 -0.0032 -0.3% 1.0086
Close 1.0138 1.0101 -0.0037 -0.4% 1.0241
Range 0.0049 0.0078 0.0029 59.2% 0.0212
ATR 0.0073 0.0074 0.0000 0.5% 0.0000
Volume 135 76 -59 -43.7% 240
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0357 1.0307 1.0144
R3 1.0279 1.0229 1.0122
R2 1.0201 1.0201 1.0115
R1 1.0151 1.0151 1.0108 1.0137
PP 1.0123 1.0123 1.0123 1.0116
S1 1.0073 1.0073 1.0094 1.0059
S2 1.0045 1.0045 1.0087
S3 0.9967 0.9995 1.0080
S4 0.9889 0.9917 1.0058
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0844 1.0755 1.0358
R3 1.0632 1.0543 1.0299
R2 1.0420 1.0420 1.0280
R1 1.0331 1.0331 1.0260 1.0376
PP 1.0208 1.0208 1.0208 1.0231
S1 1.0119 1.0119 1.0222 1.0164
S2 0.9996 0.9996 1.0202
S3 0.9784 0.9907 1.0183
S4 0.9572 0.9695 1.0124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0298 1.0095 0.0203 2.0% 0.0062 0.6% 3% False True 70
10 1.0298 0.9980 0.0318 3.1% 0.0063 0.6% 38% False False 49
20 1.0298 0.9867 0.0431 4.3% 0.0054 0.5% 54% False False 79
40 1.0298 0.9545 0.0753 7.5% 0.0051 0.5% 74% False False 76
60 1.0298 0.9545 0.0753 7.5% 0.0036 0.4% 74% False False 52
80 1.0298 0.9545 0.0753 7.5% 0.0027 0.3% 74% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0505
2.618 1.0377
1.618 1.0299
1.000 1.0251
0.618 1.0221
HIGH 1.0173
0.618 1.0143
0.500 1.0134
0.382 1.0125
LOW 1.0095
0.618 1.0047
1.000 1.0017
1.618 0.9969
2.618 0.9891
4.250 0.9764
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 1.0134 1.0191
PP 1.0123 1.0161
S1 1.0112 1.0131

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

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