CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 1.0465 1.0481 0.0016 0.2% 1.0417
High 1.0490 1.0500 0.0010 0.1% 1.0508
Low 1.0453 1.0460 0.0007 0.1% 1.0382
Close 1.0481 1.0480 -0.0001 0.0% 1.0481
Range 0.0037 0.0040 0.0003 8.1% 0.0126
ATR 0.0064 0.0062 -0.0002 -2.7% 0.0000
Volume 88,332 83,465 -4,867 -5.5% 555,048
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0600 1.0580 1.0502
R3 1.0560 1.0540 1.0491
R2 1.0520 1.0520 1.0487
R1 1.0500 1.0500 1.0484 1.0490
PP 1.0480 1.0480 1.0480 1.0475
S1 1.0460 1.0460 1.0476 1.0450
S2 1.0440 1.0440 1.0473
S3 1.0400 1.0420 1.0469
S4 1.0360 1.0380 1.0458
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0835 1.0784 1.0550
R3 1.0709 1.0658 1.0516
R2 1.0583 1.0583 1.0504
R1 1.0532 1.0532 1.0493 1.0558
PP 1.0457 1.0457 1.0457 1.0470
S1 1.0406 1.0406 1.0469 1.0432
S2 1.0331 1.0331 1.0458
S3 1.0205 1.0280 1.0446
S4 1.0079 1.0154 1.0412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0508 1.0398 0.0110 1.0% 0.0055 0.5% 75% False False 106,934
10 1.0508 1.0382 0.0126 1.2% 0.0054 0.5% 78% False False 105,884
20 1.0508 1.0263 0.0245 2.3% 0.0062 0.6% 89% False False 107,092
40 1.0508 1.0150 0.0358 3.4% 0.0066 0.6% 92% False False 106,218
60 1.0508 1.0089 0.0419 4.0% 0.0073 0.7% 93% False False 109,941
80 1.0537 1.0077 0.0460 4.4% 0.0076 0.7% 88% False False 88,061
100 1.0537 1.0077 0.0460 4.4% 0.0074 0.7% 88% False False 70,462
120 1.0537 0.9836 0.0701 6.7% 0.0071 0.7% 92% False False 58,740
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0670
2.618 1.0605
1.618 1.0565
1.000 1.0540
0.618 1.0525
HIGH 1.0500
0.618 1.0485
0.500 1.0480
0.382 1.0475
LOW 1.0460
0.618 1.0435
1.000 1.0420
1.618 1.0395
2.618 1.0355
4.250 1.0290
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 1.0480 1.0477
PP 1.0480 1.0474
S1 1.0480 1.0471

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

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