CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 1.0001 1.0040 0.0039 0.4% 1.0165
High 1.0001 1.0040 0.0039 0.4% 1.0165
Low 1.0001 1.0040 0.0039 0.4% 0.9997
Close 1.0001 1.0040 0.0039 0.4% 1.0053
Range
ATR 0.0054 0.0053 -0.0001 -2.0% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0040 1.0040 1.0040
R3 1.0040 1.0040 1.0040
R2 1.0040 1.0040 1.0040
R1 1.0040 1.0040 1.0040 1.0040
PP 1.0040 1.0040 1.0040 1.0040
S1 1.0040 1.0040 1.0040 1.0040
S2 1.0040 1.0040 1.0040
S3 1.0040 1.0040 1.0040
S4 1.0040 1.0040 1.0040
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0576 1.0482 1.0145
R3 1.0408 1.0314 1.0099
R2 1.0240 1.0240 1.0084
R1 1.0146 1.0146 1.0068 1.0109
PP 1.0072 1.0072 1.0072 1.0053
S1 0.9978 0.9978 1.0038 0.9941
S2 0.9904 0.9904 1.0022
S3 0.9736 0.9810 1.0007
S4 0.9568 0.9642 0.9961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0068 1.0001 0.0067 0.7% 0.0000 0.0% 58% False False 5
10 1.0165 0.9997 0.0168 1.7% 0.0000 0.0% 26% False False 5
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 1.0040
2.618 1.0040
1.618 1.0040
1.000 1.0040
0.618 1.0040
HIGH 1.0040
0.618 1.0040
0.500 1.0040
0.382 1.0040
LOW 1.0040
0.618 1.0040
1.000 1.0040
1.618 1.0040
2.618 1.0040
4.250 1.0040
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 1.0040 1.0038
PP 1.0040 1.0036
S1 1.0040 1.0035

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

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