CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 1.0033 0.9997 -0.0036 -0.4% 1.0231
High 1.0033 0.9997 -0.0036 -0.4% 1.0231
Low 1.0033 0.9997 -0.0036 -0.4% 1.0083
Close 1.0033 0.9997 -0.0036 -0.4% 1.0083
Range
ATR
Volume 5 5 0 0.0% 16
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 0.9997 0.9997 0.9997
R3 0.9997 0.9997 0.9997
R2 0.9997 0.9997 0.9997
R1 0.9997 0.9997 0.9997 0.9997
PP 0.9997 0.9997 0.9997 0.9997
S1 0.9997 0.9997 0.9997 0.9997
S2 0.9997 0.9997 0.9997
S3 0.9997 0.9997 0.9997
S4 0.9997 0.9997 0.9997
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0576 1.0478 1.0164
R3 1.0428 1.0330 1.0124
R2 1.0280 1.0280 1.0110
R1 1.0182 1.0182 1.0097 1.0157
PP 1.0132 1.0132 1.0132 1.0120
S1 1.0034 1.0034 1.0069 1.0009
S2 0.9984 0.9984 1.0056
S3 0.9836 0.9886 1.0042
S4 0.9688 0.9738 1.0002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0165 0.9997 0.0168 1.7% 0.0000 0.0% 0% False True 5
10 1.0231 0.9997 0.0234 2.3% 0.0002 0.0% 0% False True 3
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 0.9997
2.618 0.9997
1.618 0.9997
1.000 0.9997
0.618 0.9997
HIGH 0.9997
0.618 0.9997
0.500 0.9997
0.382 0.9997
LOW 0.9997
0.618 0.9997
1.000 0.9997
1.618 0.9997
2.618 0.9997
4.250 0.9997
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 0.9997 1.0081
PP 0.9997 1.0053
S1 0.9997 1.0025

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

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