CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 1.0398 1.0405 0.0007 0.1% 1.0310
High 1.0419 1.0432 0.0013 0.1% 1.0446
Low 1.0368 1.0340 -0.0028 -0.3% 1.0300
Close 1.0411 1.0355 -0.0056 -0.5% 1.0362
Range 0.0051 0.0092 0.0041 80.4% 0.0146
ATR 0.0070 0.0072 0.0002 2.2% 0.0000
Volume 111,913 131,868 19,955 17.8% 567,304
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0652 1.0595 1.0406
R3 1.0560 1.0503 1.0380
R2 1.0468 1.0468 1.0372
R1 1.0411 1.0411 1.0363 1.0394
PP 1.0376 1.0376 1.0376 1.0367
S1 1.0319 1.0319 1.0347 1.0302
S2 1.0284 1.0284 1.0338
S3 1.0192 1.0227 1.0330
S4 1.0100 1.0135 1.0304
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0807 1.0731 1.0442
R3 1.0661 1.0585 1.0402
R2 1.0515 1.0515 1.0389
R1 1.0439 1.0439 1.0375 1.0477
PP 1.0369 1.0369 1.0369 1.0389
S1 1.0293 1.0293 1.0349 1.0331
S2 1.0223 1.0223 1.0335
S3 1.0077 1.0147 1.0322
S4 0.9931 1.0001 1.0282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0432 1.0328 0.0104 1.0% 0.0066 0.6% 26% True False 114,190
10 1.0446 1.0295 0.0151 1.5% 0.0068 0.7% 40% False False 109,109
20 1.0446 1.0191 0.0255 2.5% 0.0068 0.7% 64% False False 104,467
40 1.0446 1.0089 0.0357 3.4% 0.0077 0.7% 75% False False 111,229
60 1.0537 1.0077 0.0460 4.4% 0.0081 0.8% 60% False False 87,001
80 1.0537 1.0077 0.0460 4.4% 0.0077 0.7% 60% False False 65,270
100 1.0537 0.9867 0.0670 6.5% 0.0073 0.7% 73% False False 52,232
120 1.0537 0.9545 0.0992 9.6% 0.0068 0.7% 82% False False 43,539
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0823
2.618 1.0673
1.618 1.0581
1.000 1.0524
0.618 1.0489
HIGH 1.0432
0.618 1.0397
0.500 1.0386
0.382 1.0375
LOW 1.0340
0.618 1.0283
1.000 1.0248
1.618 1.0191
2.618 1.0099
4.250 0.9949
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 1.0386 1.0386
PP 1.0376 1.0376
S1 1.0365 1.0365

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

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