CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 1.0324 1.0322 -0.0002 0.0% 1.0199
High 1.0363 1.0336 -0.0027 -0.3% 1.0363
Low 1.0307 1.0270 -0.0037 -0.4% 1.0150
Close 1.0318 1.0283 -0.0035 -0.3% 1.0283
Range 0.0056 0.0066 0.0010 17.9% 0.0213
ATR 0.0083 0.0082 -0.0001 -1.5% 0.0000
Volume 131,247 107,241 -24,006 -18.3% 573,549
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0494 1.0455 1.0319
R3 1.0428 1.0389 1.0301
R2 1.0362 1.0362 1.0295
R1 1.0323 1.0323 1.0289 1.0310
PP 1.0296 1.0296 1.0296 1.0290
S1 1.0257 1.0257 1.0277 1.0244
S2 1.0230 1.0230 1.0271
S3 1.0164 1.0191 1.0265
S4 1.0098 1.0125 1.0247
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0904 1.0807 1.0400
R3 1.0691 1.0594 1.0342
R2 1.0478 1.0478 1.0322
R1 1.0381 1.0381 1.0303 1.0430
PP 1.0265 1.0265 1.0265 1.0290
S1 1.0168 1.0168 1.0263 1.0217
S2 1.0052 1.0052 1.0244
S3 0.9839 0.9955 1.0224
S4 0.9626 0.9742 1.0166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0363 1.0150 0.0213 2.1% 0.0070 0.7% 62% False False 114,709
10 1.0363 1.0089 0.0274 2.7% 0.0073 0.7% 71% False False 111,605
20 1.0406 1.0089 0.0317 3.1% 0.0083 0.8% 61% False False 117,529
40 1.0537 1.0077 0.0460 4.5% 0.0085 0.8% 45% False False 84,209
60 1.0537 1.0077 0.0460 4.5% 0.0079 0.8% 45% False False 56,176
80 1.0537 0.9867 0.0670 6.5% 0.0075 0.7% 62% False False 42,147
100 1.0537 0.9545 0.0992 9.6% 0.0070 0.7% 74% False False 33,738
120 1.0537 0.9545 0.0992 9.6% 0.0059 0.6% 74% False False 28,115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0617
2.618 1.0509
1.618 1.0443
1.000 1.0402
0.618 1.0377
HIGH 1.0336
0.618 1.0311
0.500 1.0303
0.382 1.0295
LOW 1.0270
0.618 1.0229
1.000 1.0204
1.618 1.0163
2.618 1.0097
4.250 0.9990
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 1.0303 1.0290
PP 1.0296 1.0288
S1 1.0290 1.0285

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

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