CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 1.0326 1.0338 0.0012 0.1% 1.0277
High 1.0361 1.0378 0.0017 0.2% 1.0355
Low 1.0314 1.0319 0.0005 0.0% 1.0191
Close 1.0340 1.0363 0.0023 0.2% 1.0323
Range 0.0047 0.0059 0.0012 25.5% 0.0164
ATR 0.0075 0.0074 -0.0001 -1.5% 0.0000
Volume 102,333 99,998 -2,335 -2.3% 561,036
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0530 1.0506 1.0395
R3 1.0471 1.0447 1.0379
R2 1.0412 1.0412 1.0374
R1 1.0388 1.0388 1.0368 1.0400
PP 1.0353 1.0353 1.0353 1.0360
S1 1.0329 1.0329 1.0358 1.0341
S2 1.0294 1.0294 1.0352
S3 1.0235 1.0270 1.0347
S4 1.0176 1.0211 1.0331
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0782 1.0716 1.0413
R3 1.0618 1.0552 1.0368
R2 1.0454 1.0454 1.0353
R1 1.0388 1.0388 1.0338 1.0421
PP 1.0290 1.0290 1.0290 1.0306
S1 1.0224 1.0224 1.0308 1.0257
S2 1.0126 1.0126 1.0293
S3 0.9962 1.0060 1.0278
S4 0.9798 0.9896 1.0233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0378 1.0264 0.0114 1.1% 0.0057 0.6% 87% True False 84,404
10 1.0378 1.0191 0.0187 1.8% 0.0068 0.7% 92% True False 96,701
20 1.0378 1.0089 0.0289 2.8% 0.0073 0.7% 95% True False 105,295
40 1.0537 1.0089 0.0448 4.3% 0.0085 0.8% 61% False False 104,352
60 1.0537 1.0077 0.0460 4.4% 0.0079 0.8% 62% False False 70,497
80 1.0537 0.9980 0.0557 5.4% 0.0077 0.7% 69% False False 52,887
100 1.0537 0.9819 0.0718 6.9% 0.0072 0.7% 76% False False 42,335
120 1.0537 0.9545 0.0992 9.6% 0.0064 0.6% 82% False False 35,280
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0629
2.618 1.0532
1.618 1.0473
1.000 1.0437
0.618 1.0414
HIGH 1.0378
0.618 1.0355
0.500 1.0349
0.382 1.0342
LOW 1.0319
0.618 1.0283
1.000 1.0260
1.618 1.0224
2.618 1.0165
4.250 1.0068
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 1.0358 1.0353
PP 1.0353 1.0343
S1 1.0349 1.0333

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

View Archives - Comment on this page... - Back to Index of Symbols