CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 1.0291 1.0200 -0.0091 -0.9% 1.0377
High 1.0310 1.0202 -0.0108 -1.0% 1.0406
Low 1.0186 1.0132 -0.0054 -0.5% 1.0256
Close 1.0188 1.0138 -0.0050 -0.5% 1.0303
Range 0.0124 0.0070 -0.0054 -43.5% 0.0150
ATR 0.0092 0.0090 -0.0002 -1.7% 0.0000
Volume 161,196 131,097 -30,099 -18.7% 563,093
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0367 1.0323 1.0177
R3 1.0297 1.0253 1.0157
R2 1.0227 1.0227 1.0151
R1 1.0183 1.0183 1.0144 1.0170
PP 1.0157 1.0157 1.0157 1.0151
S1 1.0113 1.0113 1.0132 1.0100
S2 1.0087 1.0087 1.0125
S3 1.0017 1.0043 1.0119
S4 0.9947 0.9973 1.0100
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0772 1.0687 1.0386
R3 1.0622 1.0537 1.0344
R2 1.0472 1.0472 1.0331
R1 1.0387 1.0387 1.0317 1.0355
PP 1.0322 1.0322 1.0322 1.0305
S1 1.0237 1.0237 1.0289 1.0205
S2 1.0172 1.0172 1.0276
S3 1.0022 1.0087 1.0262
S4 0.9872 0.9937 1.0221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0406 1.0132 0.0274 2.7% 0.0097 1.0% 2% False True 128,852
10 1.0442 1.0132 0.0310 3.1% 0.0091 0.9% 2% False True 120,919
20 1.0537 1.0080 0.0457 4.5% 0.0099 1.0% 13% False False 98,131
40 1.0537 1.0077 0.0460 4.5% 0.0081 0.8% 13% False False 49,525
60 1.0537 0.9980 0.0557 5.5% 0.0077 0.8% 28% False False 33,035
80 1.0537 0.9788 0.0749 7.4% 0.0071 0.7% 47% False False 24,807
100 1.0537 0.9545 0.0992 9.8% 0.0061 0.6% 60% False False 19,847
120 1.0537 0.9545 0.0992 9.8% 0.0051 0.5% 60% False False 16,540
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0500
2.618 1.0385
1.618 1.0315
1.000 1.0272
0.618 1.0245
HIGH 1.0202
0.618 1.0175
0.500 1.0167
0.382 1.0159
LOW 1.0132
0.618 1.0089
1.000 1.0062
1.618 1.0019
2.618 0.9949
4.250 0.9835
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 1.0167 1.0234
PP 1.0157 1.0202
S1 1.0148 1.0170

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

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