CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 1.0456 1.0473 0.0017 0.2% 1.0277
High 1.0537 1.0478 -0.0059 -0.6% 1.0537
Low 1.0442 1.0369 -0.0073 -0.7% 1.0234
Close 1.0478 1.0375 -0.0103 -1.0% 1.0478
Range 0.0095 0.0109 0.0014 14.7% 0.0303
ATR 0.0088 0.0089 0.0002 1.7% 0.0000
Volume 162,856 98,034 -64,822 -39.8% 378,865
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0734 1.0664 1.0435
R3 1.0625 1.0555 1.0405
R2 1.0516 1.0516 1.0395
R1 1.0446 1.0446 1.0385 1.0427
PP 1.0407 1.0407 1.0407 1.0398
S1 1.0337 1.0337 1.0365 1.0318
S2 1.0298 1.0298 1.0355
S3 1.0189 1.0228 1.0345
S4 1.0080 1.0119 1.0315
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.1325 1.1205 1.0645
R3 1.1022 1.0902 1.0561
R2 1.0719 1.0719 1.0534
R1 1.0599 1.0599 1.0506 1.0659
PP 1.0416 1.0416 1.0416 1.0447
S1 1.0296 1.0296 1.0450 1.0356
S2 1.0113 1.0113 1.0422
S3 0.9810 0.9993 1.0395
S4 0.9507 0.9690 1.0311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0537 1.0234 0.0303 2.9% 0.0119 1.1% 47% False False 93,400
10 1.0537 1.0077 0.0460 4.4% 0.0107 1.0% 65% False False 54,184
20 1.0537 1.0077 0.0460 4.4% 0.0085 0.8% 65% False False 27,306
40 1.0537 1.0077 0.0460 4.4% 0.0076 0.7% 65% False False 13,692
60 1.0537 0.9836 0.0701 6.8% 0.0069 0.7% 77% False False 9,153
80 1.0537 0.9545 0.0992 9.6% 0.0062 0.6% 84% False False 6,881
100 1.0537 0.9545 0.0992 9.6% 0.0051 0.5% 84% False False 5,506
120 1.0537 0.9545 0.0992 9.6% 0.0042 0.4% 84% False False 4,589
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0941
2.618 1.0763
1.618 1.0654
1.000 1.0587
0.618 1.0545
HIGH 1.0478
0.618 1.0436
0.500 1.0424
0.382 1.0411
LOW 1.0369
0.618 1.0302
1.000 1.0260
1.618 1.0193
2.618 1.0084
4.250 0.9906
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 1.0424 1.0416
PP 1.0407 1.0402
S1 1.0391 1.0389

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

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