CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 0.9997 1.0031 0.0034 0.3% 1.0231
High 0.9997 1.0031 0.0034 0.3% 1.0231
Low 0.9997 1.0031 0.0034 0.3% 1.0083
Close 0.9997 1.0031 0.0034 0.3% 1.0083
Range
ATR 0.0000 0.0059 0.0059 0.0000
Volume 5 5 0 0.0% 16
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0031 1.0031 1.0031
R3 1.0031 1.0031 1.0031
R2 1.0031 1.0031 1.0031
R1 1.0031 1.0031 1.0031 1.0031
PP 1.0031 1.0031 1.0031 1.0031
S1 1.0031 1.0031 1.0031 1.0031
S2 1.0031 1.0031 1.0031
S3 1.0031 1.0031 1.0031
S4 1.0031 1.0031 1.0031
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% 20% False False 5
10 1.0231 0.9997 0.0234 2.3% 0.0001 0.0% 15% False False 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 1.0031
2.618 1.0031
1.618 1.0031
1.000 1.0031
0.618 1.0031
HIGH 1.0031
0.618 1.0031
0.500 1.0031
0.382 1.0031
LOW 1.0031
0.618 1.0031
1.000 1.0031
1.618 1.0031
2.618 1.0031
4.250 1.0031
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 1.0031 1.0026
PP 1.0031 1.0020
S1 1.0031 1.0015

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

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