CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 0.9937 0.9841 -0.0096 -1.0% 1.0083
High 0.9937 0.9841 -0.0096 -1.0% 1.0086
Low 0.9842 0.9716 -0.0126 -1.3% 0.9983
Close 0.9842 0.9716 -0.0126 -1.3% 1.0028
Range 0.0095 0.0125 0.0030 31.6% 0.0103
ATR 0.0086 0.0089 0.0003 3.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0133 1.0049 0.9785
R3 1.0008 0.9924 0.9750
R2 0.9883 0.9883 0.9739
R1 0.9799 0.9799 0.9727 0.9779
PP 0.9758 0.9758 0.9758 0.9747
S1 0.9674 0.9674 0.9705 0.9654
S2 0.9633 0.9633 0.9693
S3 0.9508 0.9549 0.9682
S4 0.9383 0.9424 0.9647
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0341 1.0288 1.0085
R3 1.0238 1.0185 1.0056
R2 1.0135 1.0135 1.0047
R1 1.0082 1.0082 1.0037 1.0057
PP 1.0032 1.0032 1.0032 1.0020
S1 0.9979 0.9979 1.0019 0.9954
S2 0.9929 0.9929 1.0009
S3 0.9826 0.9876 1.0000
S4 0.9723 0.9773 0.9971
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0028 0.9716 0.0312 3.2% 0.0058 0.6% 0% False True
10 1.0086 0.9716 0.0370 3.8% 0.0036 0.4% 0% False True
20 1.0086 0.9496 0.0590 6.1% 0.0023 0.2% 37% False False
40 1.0454 0.9496 0.0958 9.9% 0.0012 0.1% 23% False False 2
60 1.0454 0.9172 0.1282 13.2% 0.0009 0.1% 42% False False 2
80 1.0454 0.9172 0.1282 13.2% 0.0007 0.1% 42% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 1.0372
2.618 1.0168
1.618 1.0043
1.000 0.9966
0.618 0.9918
HIGH 0.9841
0.618 0.9793
0.500 0.9779
0.382 0.9764
LOW 0.9716
0.618 0.9639
1.000 0.9591
1.618 0.9514
2.618 0.9389
4.250 0.9185
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 0.9779 0.9827
PP 0.9758 0.9790
S1 0.9737 0.9753

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

View Archives - Comment on this page... - Back to Index of Symbols