CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 0.9913 1.0145 0.0232 2.3% 0.9835
High 1.0205 1.0145 -0.0060 -0.6% 0.9856
Low 0.9828 1.0033 0.0205 2.1% 0.9548
Close 1.0139 1.0119 -0.0020 -0.2% 0.9585
Range 0.0377 0.0112 -0.0265 -70.3% 0.0308
ATR 0.0168 0.0164 -0.0004 -2.4% 0.0000
Volume 6,757 6,585 -172 -2.5% 1,134
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0435 1.0389 1.0181
R3 1.0323 1.0277 1.0150
R2 1.0211 1.0211 1.0140
R1 1.0165 1.0165 1.0129 1.0132
PP 1.0099 1.0099 1.0099 1.0083
S1 1.0053 1.0053 1.0109 1.0020
S2 0.9987 0.9987 1.0098
S3 0.9875 0.9941 1.0088
S4 0.9763 0.9829 1.0057
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0587 1.0394 0.9754
R3 1.0279 1.0086 0.9670
R2 0.9971 0.9971 0.9641
R1 0.9778 0.9778 0.9613 0.9721
PP 0.9663 0.9663 0.9663 0.9634
S1 0.9470 0.9470 0.9557 0.9413
S2 0.9355 0.9355 0.9529
S3 0.9047 0.9162 0.9500
S4 0.8739 0.8854 0.9416
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0205 0.9548 0.0657 6.5% 0.0194 1.9% 87% False False 2,972
10 1.0205 0.9548 0.0657 6.5% 0.0159 1.6% 87% False False 1,632
20 1.0290 0.9548 0.0742 7.3% 0.0144 1.4% 77% False False 875
40 1.0569 0.9467 0.1102 10.9% 0.0140 1.4% 59% False False 487
60 1.0569 0.9233 0.1336 13.2% 0.0123 1.2% 66% False False 336
80 1.0569 0.9233 0.1336 13.2% 0.0092 0.9% 66% False False 253
100 1.0696 0.9233 0.1463 14.5% 0.0074 0.7% 61% False False 203
120 1.0696 0.9233 0.1463 14.5% 0.0061 0.6% 61% False False 169
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0621
2.618 1.0438
1.618 1.0326
1.000 1.0257
0.618 1.0214
HIGH 1.0145
0.618 1.0102
0.500 1.0089
0.382 1.0076
LOW 1.0033
0.618 0.9964
1.000 0.9921
1.618 0.9852
2.618 0.9740
4.250 0.9557
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 1.0109 1.0073
PP 1.0099 1.0027
S1 1.0089 0.9981

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

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