CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 1.0341 1.0376 0.0035 0.3% 1.0198
High 1.0417 1.0482 0.0065 0.6% 1.0308
Low 1.0338 1.0294 -0.0044 -0.4% 1.0077
Close 1.0366 1.0460 0.0094 0.9% 1.0301
Range 0.0079 0.0188 0.0109 138.0% 0.0231
ATR 0.0080 0.0087 0.0008 9.7% 0.0000
Volume 69,935 97,785 27,850 39.8% 64,941
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0976 1.0906 1.0563
R3 1.0788 1.0718 1.0512
R2 1.0600 1.0600 1.0494
R1 1.0530 1.0530 1.0477 1.0565
PP 1.0412 1.0412 1.0412 1.0430
S1 1.0342 1.0342 1.0443 1.0377
S2 1.0224 1.0224 1.0426
S3 1.0036 1.0154 1.0408
S4 0.9848 0.9966 1.0357
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 1.0482 1.0185 0.0297 2.8% 0.0115 1.1% 93% True False 46,033
10 1.0482 1.0077 0.0405 3.9% 0.0100 1.0% 95% True False 28,258
20 1.0482 1.0077 0.0405 3.9% 0.0082 0.8% 95% True False 14,282
40 1.0493 1.0077 0.0416 4.0% 0.0074 0.7% 92% False False 7,171
60 1.0493 0.9836 0.0657 6.3% 0.0069 0.7% 95% False False 4,825
80 1.0493 0.9545 0.0948 9.1% 0.0060 0.6% 97% False False 3,620
100 1.0493 0.9545 0.0948 9.1% 0.0049 0.5% 97% False False 2,897
120 1.0493 0.9545 0.0948 9.1% 0.0041 0.4% 97% False False 2,415
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 1.1281
2.618 1.0974
1.618 1.0786
1.000 1.0670
0.618 1.0598
HIGH 1.0482
0.618 1.0410
0.500 1.0388
0.382 1.0366
LOW 1.0294
0.618 1.0178
1.000 1.0106
1.618 0.9990
2.618 0.9802
4.250 0.9495
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 1.0436 1.0426
PP 1.0412 1.0392
S1 1.0388 1.0358

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

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