CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 1.0450 1.0428 -0.0022 -0.2% 1.0328
High 1.0473 1.0467 -0.0006 -0.1% 1.0456
Low 1.0419 1.0412 -0.0007 -0.1% 1.0309
Close 1.0432 1.0461 0.0029 0.3% 1.0447
Range 0.0054 0.0055 0.0001 1.9% 0.0147
ATR 0.0070 0.0069 -0.0001 -1.6% 0.0000
Volume 101,727 116,976 15,249 15.0% 409,230
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0612 1.0591 1.0491
R3 1.0557 1.0536 1.0476
R2 1.0502 1.0502 1.0471
R1 1.0481 1.0481 1.0466 1.0492
PP 1.0447 1.0447 1.0447 1.0452
S1 1.0426 1.0426 1.0456 1.0437
S2 1.0392 1.0392 1.0451
S3 1.0337 1.0371 1.0446
S4 1.0282 1.0316 1.0431
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0845 1.0793 1.0528
R3 1.0698 1.0646 1.0487
R2 1.0551 1.0551 1.0474
R1 1.0499 1.0499 1.0460 1.0525
PP 1.0404 1.0404 1.0404 1.0417
S1 1.0352 1.0352 1.0434 1.0378
S2 1.0257 1.0257 1.0420
S3 1.0110 1.0205 1.0407
S4 0.9963 1.0058 1.0366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0473 1.0316 0.0157 1.5% 0.0064 0.6% 92% False False 100,826
10 1.0473 1.0263 0.0210 2.0% 0.0071 0.7% 94% False False 111,604
20 1.0473 1.0263 0.0210 2.0% 0.0067 0.6% 94% False False 108,880
40 1.0473 1.0089 0.0384 3.7% 0.0072 0.7% 97% False False 108,881
60 1.0537 1.0077 0.0460 4.4% 0.0080 0.8% 83% False False 103,223
80 1.0537 1.0077 0.0460 4.4% 0.0076 0.7% 83% False False 77,565
100 1.0537 0.9980 0.0557 5.3% 0.0074 0.7% 86% False False 62,063
120 1.0537 0.9740 0.0797 7.6% 0.0071 0.7% 90% False False 51,740
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0701
2.618 1.0611
1.618 1.0556
1.000 1.0522
0.618 1.0501
HIGH 1.0467
0.618 1.0446
0.500 1.0440
0.382 1.0433
LOW 1.0412
0.618 1.0378
1.000 1.0357
1.618 1.0323
2.618 1.0268
4.250 1.0178
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 1.0454 1.0455
PP 1.0447 1.0449
S1 1.0440 1.0443

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

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