CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 1.0328 1.0385 0.0057 0.6% 1.0366
High 1.0395 1.0403 0.0008 0.1% 1.0432
Low 1.0309 1.0335 0.0026 0.3% 1.0263
Close 1.0387 1.0350 -0.0037 -0.4% 1.0309
Range 0.0086 0.0068 -0.0018 -20.9% 0.0169
ATR 0.0073 0.0072 0.0000 -0.5% 0.0000
Volume 108,010 103,511 -4,499 -4.2% 586,055
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0567 1.0526 1.0387
R3 1.0499 1.0458 1.0369
R2 1.0431 1.0431 1.0362
R1 1.0390 1.0390 1.0356 1.0377
PP 1.0363 1.0363 1.0363 1.0356
S1 1.0322 1.0322 1.0344 1.0309
S2 1.0295 1.0295 1.0338
S3 1.0227 1.0254 1.0331
S4 1.0159 1.0186 1.0313
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0842 1.0744 1.0402
R3 1.0673 1.0575 1.0355
R2 1.0504 1.0504 1.0340
R1 1.0406 1.0406 1.0324 1.0371
PP 1.0335 1.0335 1.0335 1.0317
S1 1.0237 1.0237 1.0294 1.0202
S2 1.0166 1.0166 1.0278
S3 0.9997 1.0068 1.0263
S4 0.9828 0.9899 1.0216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0432 1.0263 0.0169 1.6% 0.0078 0.8% 51% False False 122,383
10 1.0446 1.0263 0.0183 1.8% 0.0071 0.7% 48% False False 118,650
20 1.0446 1.0214 0.0232 2.2% 0.0069 0.7% 59% False False 106,993
40 1.0446 1.0089 0.0357 3.4% 0.0076 0.7% 73% False False 112,023
60 1.0537 1.0077 0.0460 4.4% 0.0081 0.8% 59% False False 94,972
80 1.0537 1.0077 0.0460 4.4% 0.0077 0.7% 59% False False 71,267
100 1.0537 0.9980 0.0557 5.4% 0.0073 0.7% 66% False False 57,026
120 1.0537 0.9588 0.0949 9.2% 0.0070 0.7% 80% False False 47,539
Crabel Price Patterns
NR True
NR4 False
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0692
2.618 1.0581
1.618 1.0513
1.000 1.0471
0.618 1.0445
HIGH 1.0403
0.618 1.0377
0.500 1.0369
0.382 1.0361
LOW 1.0335
0.618 1.0293
1.000 1.0267
1.618 1.0225
2.618 1.0157
4.250 1.0046
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 1.0369 1.0344
PP 1.0363 1.0339
S1 1.0356 1.0333

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

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