CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 1.0098 1.0130 0.0032 0.3% 0.9678
High 1.0205 1.0182 -0.0023 -0.2% 1.0205
Low 1.0078 1.0082 0.0004 0.0% 0.9678
Close 1.0112 1.0163 0.0051 0.5% 1.0112
Range 0.0127 0.0100 -0.0027 -21.3% 0.0527
ATR 0.0161 0.0157 -0.0004 -2.7% 0.0000
Volume 7,405 8,145 740 10.0% 21,857
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0442 1.0403 1.0218
R3 1.0342 1.0303 1.0191
R2 1.0242 1.0242 1.0181
R1 1.0203 1.0203 1.0172 1.0223
PP 1.0142 1.0142 1.0142 1.0152
S1 1.0103 1.0103 1.0154 1.0123
S2 1.0042 1.0042 1.0145
S3 0.9942 1.0003 1.0136
S4 0.9842 0.9903 1.0108
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.1579 1.1373 1.0402
R3 1.1052 1.0846 1.0257
R2 1.0525 1.0525 1.0209
R1 1.0319 1.0319 1.0160 1.0422
PP 0.9998 0.9998 0.9998 1.0050
S1 0.9792 0.9792 1.0064 0.9895
S2 0.9471 0.9471 1.0015
S3 0.8944 0.9265 0.9967
S4 0.8417 0.8738 0.9822
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0205 0.9757 0.0448 4.4% 0.0182 1.8% 91% False False 5,948
10 1.0205 0.9548 0.0657 6.5% 0.0160 1.6% 94% False False 3,113
20 1.0250 0.9548 0.0702 6.9% 0.0140 1.4% 88% False False 1,632
40 1.0569 0.9548 0.1021 10.0% 0.0140 1.4% 60% False False 872
60 1.0569 0.9233 0.1336 13.1% 0.0126 1.2% 70% False False 595
80 1.0569 0.9233 0.1336 13.1% 0.0095 0.9% 70% False False 447
100 1.0696 0.9233 0.1463 14.4% 0.0076 0.7% 64% False False 358
120 1.0696 0.9233 0.1463 14.4% 0.0063 0.6% 64% False False 299
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0026
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0607
2.618 1.0444
1.618 1.0344
1.000 1.0282
0.618 1.0244
HIGH 1.0182
0.618 1.0144
0.500 1.0132
0.382 1.0120
LOW 1.0082
0.618 1.0020
1.000 0.9982
1.618 0.9920
2.618 0.9820
4.250 0.9657
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 1.0153 1.0148
PP 1.0142 1.0134
S1 1.0132 1.0119

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

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