CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 0.9653 0.9716 0.0063 0.7% 0.9783
High 0.9653 0.9716 0.0063 0.7% 0.9784
Low 0.9653 0.9716 0.0063 0.7% 0.9653
Close 0.9653 0.9716 0.0063 0.7% 0.9653
Range
ATR 0.0050 0.0051 0.0001 1.8% 0.0000
Volume 1 1 0 0.0% 62
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 0.9716 0.9716 0.9716
R3 0.9716 0.9716 0.9716
R2 0.9716 0.9716 0.9716
R1 0.9716 0.9716 0.9716 0.9716
PP 0.9716 0.9716 0.9716 0.9716
S1 0.9716 0.9716 0.9716 0.9716
S2 0.9716 0.9716 0.9716
S3 0.9716 0.9716 0.9716
S4 0.9716 0.9716 0.9716
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.0090 1.0002 0.9725
R3 0.9959 0.9871 0.9689
R2 0.9828 0.9828 0.9677
R1 0.9740 0.9740 0.9665 0.9719
PP 0.9697 0.9697 0.9697 0.9686
S1 0.9609 0.9609 0.9641 0.9588
S2 0.9566 0.9566 0.9629
S3 0.9435 0.9478 0.9617
S4 0.9304 0.9347 0.9581
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9784 0.9653 0.0131 1.3% 0.0007 0.1% 48% False False 10
10 0.9930 0.9653 0.0277 2.9% 0.0004 0.0% 23% False False 7
20 1.0241 0.9653 0.0588 6.1% 0.0002 0.0% 11% False False 6
40 1.0241 0.9653 0.0588 6.1% 0.0001 0.0% 11% 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 0.9716
2.618 0.9716
1.618 0.9716
1.000 0.9716
0.618 0.9716
HIGH 0.9716
0.618 0.9716
0.500 0.9716
0.382 0.9716
LOW 0.9716
0.618 0.9716
1.000 0.9716
1.618 0.9716
2.618 0.9716
4.250 0.9716
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 0.9716 0.9712
PP 0.9716 0.9708
S1 0.9716 0.9704

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

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