CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 1.0070 1.0066 -0.0004 0.0% 1.0184
High 1.0079 1.0066 -0.0013 -0.1% 1.0211
Low 1.0062 1.0064 0.0002 0.0% 1.0062
Close 1.0066 1.0064 -0.0002 0.0% 1.0066
Range 0.0017 0.0002 -0.0015 -88.2% 0.0149
ATR 0.0079 0.0074 -0.0006 -7.0% 0.0000
Volume 13 12 -1 -7.7% 132
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0071 1.0069 1.0065
R3 1.0069 1.0067 1.0065
R2 1.0067 1.0067 1.0064
R1 1.0065 1.0065 1.0064 1.0065
PP 1.0065 1.0065 1.0065 1.0065
S1 1.0063 1.0063 1.0064 1.0063
S2 1.0063 1.0063 1.0064
S3 1.0061 1.0061 1.0063
S4 1.0059 1.0059 1.0063
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0560 1.0462 1.0148
R3 1.0411 1.0313 1.0107
R2 1.0262 1.0262 1.0093
R1 1.0164 1.0164 1.0080 1.0139
PP 1.0113 1.0113 1.0113 1.0100
S1 1.0015 1.0015 1.0052 0.9990
S2 0.9964 0.9964 1.0039
S3 0.9815 0.9866 1.0025
S4 0.9666 0.9717 0.9984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0211 1.0062 0.0149 1.5% 0.0034 0.3% 1% False False 28
10 1.0211 0.9918 0.0293 2.9% 0.0030 0.3% 50% False False 16
20 1.0211 0.9716 0.0495 4.9% 0.0043 0.4% 70% False False 10
40 1.0211 0.9496 0.0715 7.1% 0.0026 0.3% 79% False False 6
60 1.0454 0.9496 0.0958 9.5% 0.0017 0.2% 59% False False 5
80 1.0454 0.9172 0.1282 12.7% 0.0014 0.1% 70% False False 5
100 1.0454 0.9172 0.1282 12.7% 0.0011 0.1% 70% False False 4
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0075
2.618 1.0071
1.618 1.0069
1.000 1.0068
0.618 1.0067
HIGH 1.0066
0.618 1.0065
0.500 1.0065
0.382 1.0065
LOW 1.0064
0.618 1.0063
1.000 1.0062
1.618 1.0061
2.618 1.0059
4.250 1.0056
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 1.0065 1.0092
PP 1.0065 1.0082
S1 1.0064 1.0073

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

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