CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 04-Oct-2012
Day Change Summary
Previous Current
03-Oct-2012 04-Oct-2012 Change Change % Previous Week
Open 1.0200 1.0157 -0.0043 -0.4% 1.0377
High 1.0202 1.0213 0.0011 0.1% 1.0406
Low 1.0132 1.0121 -0.0011 -0.1% 1.0256
Close 1.0138 1.0181 0.0043 0.4% 1.0303
Range 0.0070 0.0092 0.0022 31.4% 0.0150
ATR 0.0090 0.0090 0.0000 0.2% 0.0000
Volume 131,097 142,991 11,894 9.1% 563,093
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0448 1.0406 1.0232
R3 1.0356 1.0314 1.0206
R2 1.0264 1.0264 1.0198
R1 1.0222 1.0222 1.0189 1.0243
PP 1.0172 1.0172 1.0172 1.0182
S1 1.0130 1.0130 1.0173 1.0151
S2 1.0080 1.0080 1.0164
S3 0.9988 1.0038 1.0156
S4 0.9896 0.9946 1.0130
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 1.0121 0.0285 2.8% 0.0094 0.9% 21% False True 133,941
10 1.0442 1.0121 0.0321 3.2% 0.0089 0.9% 19% False True 122,109
20 1.0537 1.0121 0.0416 4.1% 0.0097 1.0% 14% False True 103,410
40 1.0537 1.0077 0.0460 4.5% 0.0082 0.8% 23% False False 53,099
60 1.0537 0.9980 0.0557 5.5% 0.0078 0.8% 36% False False 35,418
80 1.0537 0.9819 0.0718 7.1% 0.0072 0.7% 50% False False 26,595
100 1.0537 0.9545 0.0992 9.7% 0.0062 0.6% 64% False False 21,277
120 1.0537 0.9545 0.0992 9.7% 0.0052 0.5% 64% False False 17,731
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0604
2.618 1.0454
1.618 1.0362
1.000 1.0305
0.618 1.0270
HIGH 1.0213
0.618 1.0178
0.500 1.0167
0.382 1.0156
LOW 1.0121
0.618 1.0064
1.000 1.0029
1.618 0.9972
2.618 0.9880
4.250 0.9730
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 1.0176 1.0216
PP 1.0172 1.0204
S1 1.0167 1.0193

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

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