CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 1.0372 1.0366 -0.0006 -0.1% 1.0310
High 1.0405 1.0412 0.0007 0.1% 1.0446
Low 1.0328 1.0357 0.0029 0.3% 1.0300
Close 1.0362 1.0401 0.0039 0.4% 1.0362
Range 0.0077 0.0055 -0.0022 -28.6% 0.0146
ATR 0.0073 0.0072 -0.0001 -1.8% 0.0000
Volume 129,416 73,744 -55,672 -43.0% 567,304
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0555 1.0533 1.0431
R3 1.0500 1.0478 1.0416
R2 1.0445 1.0445 1.0411
R1 1.0423 1.0423 1.0406 1.0434
PP 1.0390 1.0390 1.0390 1.0396
S1 1.0368 1.0368 1.0396 1.0379
S2 1.0335 1.0335 1.0391
S3 1.0280 1.0313 1.0386
S4 1.0225 1.0258 1.0371
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0807 1.0731 1.0442
R3 1.0661 1.0585 1.0402
R2 1.0515 1.0515 1.0389
R1 1.0439 1.0439 1.0375 1.0477
PP 1.0369 1.0369 1.0369 1.0389
S1 1.0293 1.0293 1.0349 1.0331
S2 1.0223 1.0223 1.0335
S3 1.0077 1.0147 1.0322
S4 0.9931 1.0001 1.0282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0446 1.0325 0.0121 1.2% 0.0071 0.7% 63% False False 114,364
10 1.0446 1.0287 0.0159 1.5% 0.0064 0.6% 72% False False 99,371
20 1.0446 1.0191 0.0255 2.5% 0.0069 0.7% 82% False False 104,334
40 1.0446 1.0089 0.0357 3.4% 0.0077 0.7% 87% False False 110,759
60 1.0537 1.0077 0.0460 4.4% 0.0080 0.8% 70% False False 82,941
80 1.0537 1.0077 0.0460 4.4% 0.0077 0.7% 70% False False 62,225
100 1.0537 0.9836 0.0701 6.7% 0.0072 0.7% 81% False False 49,795
120 1.0537 0.9545 0.0992 9.5% 0.0067 0.6% 86% False False 41,507
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0646
2.618 1.0556
1.618 1.0501
1.000 1.0467
0.618 1.0446
HIGH 1.0412
0.618 1.0391
0.500 1.0385
0.382 1.0378
LOW 1.0357
0.618 1.0323
1.000 1.0302
1.618 1.0268
2.618 1.0213
4.250 1.0123
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 1.0396 1.0391
PP 1.0390 1.0381
S1 1.0385 1.0371

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

View Archives - Comment on this page... - Back to Index of Symbols