CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 1.0277 1.0244 -0.0033 -0.3% 1.0198
High 1.0301 1.0359 0.0058 0.6% 1.0308
Low 1.0240 1.0234 -0.0006 -0.1% 1.0077
Close 1.0249 1.0346 0.0097 0.9% 1.0301
Range 0.0061 0.0125 0.0064 104.9% 0.0231
ATR 0.0076 0.0080 0.0003 4.6% 0.0000
Volume 9,895 38,394 28,499 288.0% 64,941
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0688 1.0642 1.0415
R3 1.0563 1.0517 1.0380
R2 1.0438 1.0438 1.0369
R1 1.0392 1.0392 1.0357 1.0415
PP 1.0313 1.0313 1.0313 1.0325
S1 1.0267 1.0267 1.0335 1.0290
S2 1.0188 1.0188 1.0323
S3 1.0063 1.0142 1.0312
S4 0.9938 1.0017 1.0277
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0922 1.0842 1.0428
R3 1.0691 1.0611 1.0365
R2 1.0460 1.0460 1.0343
R1 1.0380 1.0380 1.0322 1.0420
PP 1.0229 1.0229 1.0229 1.0249
S1 1.0149 1.0149 1.0280 1.0189
S2 0.9998 0.9998 1.0259
S3 0.9767 0.9918 1.0237
S4 0.9536 0.9687 1.0174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0359 1.0077 0.0282 2.7% 0.0098 0.9% 95% True False 21,297
10 1.0359 1.0077 0.0282 2.7% 0.0084 0.8% 95% True False 11,553
20 1.0430 1.0077 0.0353 3.4% 0.0074 0.7% 76% False False 5,903
40 1.0493 1.0077 0.0416 4.0% 0.0071 0.7% 65% False False 2,981
60 1.0493 0.9836 0.0657 6.4% 0.0067 0.7% 78% False False 2,030
80 1.0493 0.9545 0.0948 9.2% 0.0057 0.6% 84% False False 1,524
100 1.0493 0.9545 0.0948 9.2% 0.0046 0.4% 84% False False 1,220
120 1.0493 0.9545 0.0948 9.2% 0.0038 0.4% 84% False False 1,017
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0890
2.618 1.0686
1.618 1.0561
1.000 1.0484
0.618 1.0436
HIGH 1.0359
0.618 1.0311
0.500 1.0297
0.382 1.0282
LOW 1.0234
0.618 1.0157
1.000 1.0109
1.618 1.0032
2.618 0.9907
4.250 0.9703
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 1.0330 1.0321
PP 1.0313 1.0297
S1 1.0297 1.0272

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

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