CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 1.0260 1.0260 0.0000 0.0% 1.0336
High 1.0289 1.0295 0.0006 0.1% 1.0430
Low 1.0232 1.0246 0.0014 0.1% 1.0273
Close 1.0271 1.0259 -0.0012 -0.1% 1.0302
Range 0.0057 0.0049 -0.0008 -14.0% 0.0157
ATR 0.0068 0.0067 -0.0001 -2.0% 0.0000
Volume 279 398 119 42.7% 1,691
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0414 1.0385 1.0286
R3 1.0365 1.0336 1.0272
R2 1.0316 1.0316 1.0268
R1 1.0287 1.0287 1.0263 1.0277
PP 1.0267 1.0267 1.0267 1.0262
S1 1.0238 1.0238 1.0255 1.0228
S2 1.0218 1.0218 1.0250
S3 1.0169 1.0189 1.0246
S4 1.0120 1.0140 1.0232
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0806 1.0711 1.0388
R3 1.0649 1.0554 1.0345
R2 1.0492 1.0492 1.0331
R1 1.0397 1.0397 1.0316 1.0366
PP 1.0335 1.0335 1.0335 1.0320
S1 1.0240 1.0240 1.0288 1.0209
S2 1.0178 1.0178 1.0273
S3 1.0021 1.0083 1.0259
S4 0.9864 0.9926 1.0216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0430 1.0232 0.0198 1.9% 0.0061 0.6% 14% False False 370
10 1.0430 1.0232 0.0198 1.9% 0.0063 0.6% 14% False False 306
20 1.0493 1.0232 0.0261 2.5% 0.0063 0.6% 10% False False 181
40 1.0493 0.9980 0.0513 5.0% 0.0063 0.6% 54% False False 118
60 1.0493 0.9680 0.0813 7.9% 0.0061 0.6% 71% False False 117
80 1.0493 0.9545 0.0948 9.2% 0.0048 0.5% 75% False False 89
100 1.0493 0.9545 0.0948 9.2% 0.0039 0.4% 75% False False 72
Crabel Price Patterns
NR True
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0503
2.618 1.0423
1.618 1.0374
1.000 1.0344
0.618 1.0325
HIGH 1.0295
0.618 1.0276
0.500 1.0271
0.382 1.0265
LOW 1.0246
0.618 1.0216
1.000 1.0197
1.618 1.0167
2.618 1.0118
4.250 1.0038
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 1.0271 1.0267
PP 1.0267 1.0264
S1 1.0263 1.0262

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

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