CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 1.0030 1.0033 0.0003 0.0% 0.9811
High 1.0067 1.0050 -0.0017 -0.2% 0.9942
Low 0.9983 0.9892 -0.0091 -0.9% 0.9740
Close 1.0023 0.9898 -0.0125 -1.2% 0.9942
Range 0.0084 0.0158 0.0074 88.1% 0.0202
ATR 0.0066 0.0073 0.0007 10.0% 0.0000
Volume 19 1,231 1,212 6,378.9% 39
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0421 1.0317 0.9985
R3 1.0263 1.0159 0.9941
R2 1.0105 1.0105 0.9927
R1 1.0001 1.0001 0.9912 0.9974
PP 0.9947 0.9947 0.9947 0.9933
S1 0.9843 0.9843 0.9884 0.9816
S2 0.9789 0.9789 0.9869
S3 0.9631 0.9685 0.9855
S4 0.9473 0.9527 0.9811
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0481 1.0413 1.0053
R3 1.0279 1.0211 0.9998
R2 1.0077 1.0077 0.9979
R1 1.0009 1.0009 0.9961 1.0043
PP 0.9875 0.9875 0.9875 0.9892
S1 0.9807 0.9807 0.9923 0.9841
S2 0.9673 0.9673 0.9905
S3 0.9471 0.9605 0.9886
S4 0.9269 0.9403 0.9831
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0067 0.9877 0.0190 1.9% 0.0094 0.9% 11% False False 252
10 1.0067 0.9709 0.0358 3.6% 0.0061 0.6% 53% False False 130
20 1.0067 0.9545 0.0522 5.3% 0.0043 0.4% 68% False False 66
40 1.0241 0.9545 0.0696 7.0% 0.0024 0.2% 51% False False 36
60 1.0241 0.9545 0.0696 7.0% 0.0016 0.2% 51% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 1.0722
2.618 1.0464
1.618 1.0306
1.000 1.0208
0.618 1.0148
HIGH 1.0050
0.618 0.9990
0.500 0.9971
0.382 0.9952
LOW 0.9892
0.618 0.9794
1.000 0.9734
1.618 0.9636
2.618 0.9478
4.250 0.9221
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 0.9971 0.9980
PP 0.9947 0.9952
S1 0.9922 0.9925

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

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