CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 1.0260 1.0238 -0.0022 -0.2% 1.0336
High 1.0295 1.0244 -0.0051 -0.5% 1.0430
Low 1.0246 1.0180 -0.0066 -0.6% 1.0273
Close 1.0259 1.0201 -0.0058 -0.6% 1.0302
Range 0.0049 0.0064 0.0015 30.6% 0.0157
ATR 0.0067 0.0068 0.0001 1.3% 0.0000
Volume 398 184 -214 -53.8% 1,691
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0400 1.0365 1.0236
R3 1.0336 1.0301 1.0219
R2 1.0272 1.0272 1.0213
R1 1.0237 1.0237 1.0207 1.0223
PP 1.0208 1.0208 1.0208 1.0201
S1 1.0173 1.0173 1.0195 1.0159
S2 1.0144 1.0144 1.0189
S3 1.0080 1.0109 1.0183
S4 1.0016 1.0045 1.0166
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 1.0331 1.0180 0.0151 1.5% 0.0053 0.5% 14% False True 358
10 1.0430 1.0180 0.0250 2.5% 0.0065 0.6% 8% False True 318
20 1.0493 1.0180 0.0313 3.1% 0.0060 0.6% 7% False True 190
40 1.0493 0.9980 0.0513 5.0% 0.0064 0.6% 43% False False 121
60 1.0493 0.9709 0.0784 7.7% 0.0061 0.6% 63% False False 120
80 1.0493 0.9545 0.0948 9.3% 0.0049 0.5% 69% False False 91
100 1.0493 0.9545 0.0948 9.3% 0.0039 0.4% 69% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0516
2.618 1.0412
1.618 1.0348
1.000 1.0308
0.618 1.0284
HIGH 1.0244
0.618 1.0220
0.500 1.0212
0.382 1.0204
LOW 1.0180
0.618 1.0140
1.000 1.0116
1.618 1.0076
2.618 1.0012
4.250 0.9908
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 1.0212 1.0238
PP 1.0208 1.0225
S1 1.0205 1.0213

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

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