CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 1.0321 1.0400 0.0079 0.8% 1.0176
High 1.0377 1.0410 0.0033 0.3% 1.0361
Low 1.0321 1.0367 0.0046 0.4% 1.0095
Close 1.0375 1.0386 0.0011 0.1% 1.0344
Range 0.0056 0.0043 -0.0013 -23.2% 0.0266
ATR 0.0077 0.0074 -0.0002 -3.1% 0.0000
Volume 74 30 -44 -59.5% 438
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0517 1.0494 1.0410
R3 1.0474 1.0451 1.0398
R2 1.0431 1.0431 1.0394
R1 1.0408 1.0408 1.0390 1.0398
PP 1.0388 1.0388 1.0388 1.0383
S1 1.0365 1.0365 1.0382 1.0355
S2 1.0345 1.0345 1.0378
S3 1.0302 1.0322 1.0374
S4 1.0259 1.0279 1.0362
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.1065 1.0970 1.0490
R3 1.0799 1.0704 1.0417
R2 1.0533 1.0533 1.0393
R1 1.0438 1.0438 1.0368 1.0486
PP 1.0267 1.0267 1.0267 1.0290
S1 1.0172 1.0172 1.0320 1.0220
S2 1.0001 1.0001 1.0295
S3 0.9735 0.9906 1.0271
S4 0.9469 0.9640 1.0198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0410 1.0095 0.0315 3.0% 0.0077 0.7% 92% True False 66
10 1.0410 1.0095 0.0315 3.0% 0.0070 0.7% 92% True False 68
20 1.0410 0.9980 0.0430 4.1% 0.0062 0.6% 94% True False 55
40 1.0410 0.9594 0.0816 7.9% 0.0058 0.6% 97% True False 84
60 1.0410 0.9545 0.0865 8.3% 0.0042 0.4% 97% True False 57
80 1.0410 0.9545 0.0865 8.3% 0.0032 0.3% 97% True False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0007
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0593
2.618 1.0523
1.618 1.0480
1.000 1.0453
0.618 1.0437
HIGH 1.0410
0.618 1.0394
0.500 1.0389
0.382 1.0383
LOW 1.0367
0.618 1.0340
1.000 1.0324
1.618 1.0297
2.618 1.0254
4.250 1.0184
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 1.0389 1.0372
PP 1.0388 1.0358
S1 1.0387 1.0345

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

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