CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 1.0224 1.0307 0.0083 0.8% 1.0199
High 1.0325 1.0355 0.0030 0.3% 1.0363
Low 1.0214 1.0289 0.0075 0.7% 1.0150
Close 1.0301 1.0322 0.0021 0.2% 1.0283
Range 0.0111 0.0066 -0.0045 -40.5% 0.0213
ATR 0.0083 0.0082 -0.0001 -1.5% 0.0000
Volume 137,935 108,760 -29,175 -21.2% 573,549
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0520 1.0487 1.0358
R3 1.0454 1.0421 1.0340
R2 1.0388 1.0388 1.0334
R1 1.0355 1.0355 1.0328 1.0372
PP 1.0322 1.0322 1.0322 1.0330
S1 1.0289 1.0289 1.0316 1.0306
S2 1.0256 1.0256 1.0310
S3 1.0190 1.0223 1.0304
S4 1.0124 1.0157 1.0286
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 1.0355 1.0191 0.0164 1.6% 0.0078 0.8% 80% True False 108,997
10 1.0363 1.0150 0.0213 2.1% 0.0075 0.7% 81% False False 111,361
20 1.0406 1.0089 0.0317 3.1% 0.0082 0.8% 74% False False 117,679
40 1.0537 1.0077 0.0460 4.5% 0.0088 0.9% 53% False False 95,112
60 1.0537 1.0077 0.0460 4.5% 0.0080 0.8% 53% False False 63,469
80 1.0537 0.9980 0.0557 5.4% 0.0076 0.7% 61% False False 47,615
100 1.0537 0.9680 0.0857 8.3% 0.0072 0.7% 75% False False 38,115
120 1.0537 0.9545 0.0992 9.6% 0.0062 0.6% 78% False False 31,763
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0636
2.618 1.0528
1.618 1.0462
1.000 1.0421
0.618 1.0396
HIGH 1.0355
0.618 1.0330
0.500 1.0322
0.382 1.0314
LOW 1.0289
0.618 1.0248
1.000 1.0223
1.618 1.0182
2.618 1.0116
4.250 1.0009
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 1.0322 1.0306
PP 1.0322 1.0289
S1 1.0322 1.0273

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

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