CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 0.9980 1.0038 0.0058 0.6% 1.0185
High 0.9980 1.0038 0.0058 0.6% 1.0328
Low 0.9980 1.0038 0.0058 0.6% 1.0137
Close 0.9980 1.0038 0.0058 0.6% 1.0137
Range
ATR 0.0091 0.0088 -0.0002 -2.6% 0.0000
Volume 1 14 13 1,300.0% 4
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0038 1.0038 1.0038
R3 1.0038 1.0038 1.0038
R2 1.0038 1.0038 1.0038
R1 1.0038 1.0038 1.0038 1.0038
PP 1.0038 1.0038 1.0038 1.0038
S1 1.0038 1.0038 1.0038 1.0038
S2 1.0038 1.0038 1.0038
S3 1.0038 1.0038 1.0038
S4 1.0038 1.0038 1.0038
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0774 1.0646 1.0242
R3 1.0583 1.0455 1.0190
R2 1.0392 1.0392 1.0172
R1 1.0264 1.0264 1.0155 1.0233
PP 1.0201 1.0201 1.0201 1.0185
S1 1.0073 1.0073 1.0119 1.0042
S2 1.0010 1.0010 1.0102
S3 0.9819 0.9882 1.0084
S4 0.9628 0.9691 1.0032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0328 0.9980 0.0348 3.5% 0.0000 0.0% 17% False False 3
10 1.0398 0.9980 0.0418 4.2% 0.0000 0.0% 14% False False 3
20 1.0398 0.9980 0.0418 4.2% 0.0000 0.0% 14% False False 4
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0038
2.618 1.0038
1.618 1.0038
1.000 1.0038
0.618 1.0038
HIGH 1.0038
0.618 1.0038
0.500 1.0038
0.382 1.0038
LOW 1.0038
0.618 1.0038
1.000 1.0038
1.618 1.0038
2.618 1.0038
4.250 1.0038
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 1.0038 1.0059
PP 1.0038 1.0052
S1 1.0038 1.0045

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

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