CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 1.0377 1.0352 -0.0025 -0.2% 1.0473
High 1.0378 1.0388 0.0010 0.1% 1.0478
Low 1.0311 1.0305 -0.0006 -0.1% 1.0290
Close 1.0355 1.0329 -0.0026 -0.3% 1.0377
Range 0.0067 0.0083 0.0016 23.9% 0.0188
ATR 0.0089 0.0088 0.0000 -0.4% 0.0000
Volume 89,116 111,465 22,349 25.1% 570,732
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0590 1.0542 1.0375
R3 1.0507 1.0459 1.0352
R2 1.0424 1.0424 1.0344
R1 1.0376 1.0376 1.0337 1.0359
PP 1.0341 1.0341 1.0341 1.0332
S1 1.0293 1.0293 1.0321 1.0276
S2 1.0258 1.0258 1.0314
S3 1.0175 1.0210 1.0306
S4 1.0092 1.0127 1.0283
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0946 1.0849 1.0480
R3 1.0758 1.0661 1.0429
R2 1.0570 1.0570 1.0411
R1 1.0473 1.0473 1.0394 1.0428
PP 1.0382 1.0382 1.0382 1.0359
S1 1.0285 1.0285 1.0360 1.0240
S2 1.0194 1.0194 1.0343
S3 1.0006 1.0097 1.0325
S4 0.9818 0.9909 1.0274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0442 1.0290 0.0152 1.5% 0.0086 0.8% 26% False False 112,571
10 1.0537 1.0290 0.0247 2.4% 0.0098 0.9% 16% False False 110,188
20 1.0537 1.0077 0.0460 4.5% 0.0091 0.9% 55% False False 60,871
40 1.0537 1.0077 0.0460 4.5% 0.0077 0.7% 55% False False 30,511
60 1.0537 0.9980 0.0557 5.4% 0.0072 0.7% 63% False False 20,362
80 1.0537 0.9588 0.0949 9.2% 0.0067 0.7% 78% False False 15,297
100 1.0537 0.9545 0.0992 9.6% 0.0056 0.5% 79% False False 12,238
120 1.0537 0.9545 0.0992 9.6% 0.0046 0.4% 79% False False 10,199
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0741
2.618 1.0605
1.618 1.0522
1.000 1.0471
0.618 1.0439
HIGH 1.0388
0.618 1.0356
0.500 1.0347
0.382 1.0337
LOW 1.0305
0.618 1.0254
1.000 1.0222
1.618 1.0171
2.618 1.0088
4.250 0.9952
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 1.0347 1.0374
PP 1.0341 1.0359
S1 1.0335 1.0344

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

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