CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 1.0107 1.0134 0.0027 0.3% 1.0299
High 1.0161 1.0189 0.0028 0.3% 1.0336
Low 1.0089 1.0118 0.0029 0.3% 1.0092
Close 1.0159 1.0154 -0.0005 0.0% 1.0108
Range 0.0072 0.0071 -0.0001 -1.4% 0.0244
ATR 0.0091 0.0089 -0.0001 -1.6% 0.0000
Volume 92,978 129,237 36,259 39.0% 671,450
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0367 1.0331 1.0193
R3 1.0296 1.0260 1.0174
R2 1.0225 1.0225 1.0167
R1 1.0189 1.0189 1.0161 1.0207
PP 1.0154 1.0154 1.0154 1.0163
S1 1.0118 1.0118 1.0147 1.0136
S2 1.0083 1.0083 1.0141
S3 1.0012 1.0047 1.0134
S4 0.9941 0.9976 1.0115
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0911 1.0753 1.0242
R3 1.0667 1.0509 1.0175
R2 1.0423 1.0423 1.0153
R1 1.0265 1.0265 1.0130 1.0222
PP 1.0179 1.0179 1.0179 1.0157
S1 1.0021 1.0021 1.0086 0.9978
S2 0.9935 0.9935 1.0063
S3 0.9691 0.9777 1.0041
S4 0.9447 0.9533 0.9974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0213 1.0089 0.0124 1.2% 0.0085 0.8% 52% False False 125,278
10 1.0406 1.0089 0.0317 3.1% 0.0092 0.9% 21% False False 125,617
20 1.0537 1.0089 0.0448 4.4% 0.0095 0.9% 15% False False 117,903
40 1.0537 1.0077 0.0460 4.5% 0.0084 0.8% 17% False False 61,903
60 1.0537 1.0077 0.0460 4.5% 0.0079 0.8% 17% False False 41,288
80 1.0537 0.9836 0.0701 6.9% 0.0074 0.7% 45% False False 30,998
100 1.0537 0.9545 0.0992 9.8% 0.0065 0.6% 61% False False 24,799
120 1.0537 0.9545 0.0992 9.8% 0.0054 0.5% 61% False False 20,667
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0491
2.618 1.0375
1.618 1.0304
1.000 1.0260
0.618 1.0233
HIGH 1.0189
0.618 1.0162
0.500 1.0154
0.382 1.0145
LOW 1.0118
0.618 1.0074
1.000 1.0047
1.618 1.0003
2.618 0.9932
4.250 0.9816
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 1.0154 1.0153
PP 1.0154 1.0152
S1 1.0154 1.0151

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

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