CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 1.0238 1.0200 -0.0038 -0.4% 1.0301
High 1.0244 1.0253 0.0009 0.1% 1.0301
Low 1.0180 1.0179 -0.0001 0.0% 1.0179
Close 1.0201 1.0228 0.0027 0.3% 1.0228
Range 0.0064 0.0074 0.0010 15.6% 0.0122
ATR 0.0068 0.0068 0.0000 0.7% 0.0000
Volume 184 1,448 1,264 687.0% 2,608
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0442 1.0409 1.0269
R3 1.0368 1.0335 1.0248
R2 1.0294 1.0294 1.0242
R1 1.0261 1.0261 1.0235 1.0278
PP 1.0220 1.0220 1.0220 1.0228
S1 1.0187 1.0187 1.0221 1.0204
S2 1.0146 1.0146 1.0214
S3 1.0072 1.0113 1.0208
S4 0.9998 1.0039 1.0187
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0602 1.0537 1.0295
R3 1.0480 1.0415 1.0262
R2 1.0358 1.0358 1.0250
R1 1.0293 1.0293 1.0239 1.0265
PP 1.0236 1.0236 1.0236 1.0222
S1 1.0171 1.0171 1.0217 1.0143
S2 1.0114 1.0114 1.0206
S3 0.9992 1.0049 1.0194
S4 0.9870 0.9927 1.0161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0301 1.0179 0.0122 1.2% 0.0057 0.6% 40% False True 521
10 1.0430 1.0179 0.0251 2.5% 0.0063 0.6% 20% False True 429
20 1.0493 1.0179 0.0314 3.1% 0.0059 0.6% 16% False True 257
40 1.0493 0.9980 0.0513 5.0% 0.0063 0.6% 48% False False 156
60 1.0493 0.9709 0.0784 7.7% 0.0061 0.6% 66% False False 144
80 1.0493 0.9545 0.0948 9.3% 0.0050 0.5% 72% False False 109
100 1.0493 0.9545 0.0948 9.3% 0.0040 0.4% 72% False False 88
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0568
2.618 1.0447
1.618 1.0373
1.000 1.0327
0.618 1.0299
HIGH 1.0253
0.618 1.0225
0.500 1.0216
0.382 1.0207
LOW 1.0179
0.618 1.0133
1.000 1.0105
1.618 1.0059
2.618 0.9985
4.250 0.9865
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 1.0224 1.0237
PP 1.0220 1.0234
S1 1.0216 1.0231

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

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