CME Australian Dollar Future December 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 1.0320 1.0301 -0.0019 -0.2% 1.0336
High 1.0331 1.0301 -0.0030 -0.3% 1.0430
Low 1.0273 1.0262 -0.0011 -0.1% 1.0273
Close 1.0302 1.0274 -0.0028 -0.3% 1.0302
Range 0.0058 0.0039 -0.0019 -32.8% 0.0157
ATR 0.0071 0.0069 -0.0002 -3.1% 0.0000
Volume 631 299 -332 -52.6% 1,691
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0396 1.0374 1.0295
R3 1.0357 1.0335 1.0285
R2 1.0318 1.0318 1.0281
R1 1.0296 1.0296 1.0278 1.0288
PP 1.0279 1.0279 1.0279 1.0275
S1 1.0257 1.0257 1.0270 1.0249
S2 1.0240 1.0240 1.0267
S3 1.0201 1.0218 1.0263
S4 1.0162 1.0179 1.0253
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0806 1.0711 1.0388
R3 1.0649 1.0554 1.0345
R2 1.0492 1.0492 1.0331
R1 1.0397 1.0397 1.0316 1.0366
PP 1.0335 1.0335 1.0335 1.0320
S1 1.0240 1.0240 1.0288 1.0209
S2 1.0178 1.0178 1.0273
S3 1.0021 1.0083 1.0259
S4 0.9864 0.9926 1.0216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0430 1.0262 0.0168 1.6% 0.0071 0.7% 7% False True 368
10 1.0430 1.0262 0.0168 1.6% 0.0064 0.6% 7% False True 252
20 1.0493 1.0262 0.0231 2.2% 0.0064 0.6% 5% False True 151
40 1.0493 0.9980 0.0513 5.0% 0.0062 0.6% 57% False False 107
60 1.0493 0.9588 0.0905 8.8% 0.0059 0.6% 76% False False 106
80 1.0493 0.9545 0.0948 9.2% 0.0047 0.5% 77% False False 80
100 1.0493 0.9545 0.0948 9.2% 0.0038 0.4% 77% False False 65
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0467
2.618 1.0403
1.618 1.0364
1.000 1.0340
0.618 1.0325
HIGH 1.0301
0.618 1.0286
0.500 1.0282
0.382 1.0277
LOW 1.0262
0.618 1.0238
1.000 1.0223
1.618 1.0199
2.618 1.0160
4.250 1.0096
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 1.0282 1.0346
PP 1.0279 1.0322
S1 1.0277 1.0298

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

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