CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 1.0365 1.0364 -0.0001 0.0% 1.0328
High 1.0372 1.0456 0.0084 0.8% 1.0456
Low 1.0316 1.0332 0.0016 0.2% 1.0309
Close 1.0343 1.0447 0.0104 1.0% 1.0447
Range 0.0056 0.0124 0.0068 121.4% 0.0147
ATR 0.0071 0.0075 0.0004 5.3% 0.0000
Volume 78,125 119,584 41,459 53.1% 409,230
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0784 1.0739 1.0515
R3 1.0660 1.0615 1.0481
R2 1.0536 1.0536 1.0470
R1 1.0491 1.0491 1.0458 1.0514
PP 1.0412 1.0412 1.0412 1.0423
S1 1.0367 1.0367 1.0436 1.0390
S2 1.0288 1.0288 1.0424
S3 1.0164 1.0243 1.0413
S4 1.0040 1.0119 1.0379
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0845 1.0793 1.0528
R3 1.0698 1.0646 1.0487
R2 1.0551 1.0551 1.0474
R1 1.0499 1.0499 1.0460 1.0525
PP 1.0404 1.0404 1.0404 1.0417
S1 1.0352 1.0352 1.0434 1.0378
S2 1.0257 1.0257 1.0420
S3 1.0110 1.0205 1.0407
S4 0.9963 1.0058 1.0366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0456 1.0263 0.0193 1.8% 0.0080 0.8% 95% True False 108,109
10 1.0456 1.0263 0.0193 1.8% 0.0075 0.7% 95% True False 112,470
20 1.0456 1.0263 0.0193 1.8% 0.0069 0.7% 95% True False 104,544
40 1.0456 1.0089 0.0367 3.5% 0.0076 0.7% 98% True False 111,111
60 1.0537 1.0077 0.0460 4.4% 0.0082 0.8% 80% False False 98,256
80 1.0537 1.0077 0.0460 4.4% 0.0077 0.7% 80% False False 73,737
100 1.0537 0.9980 0.0557 5.3% 0.0075 0.7% 84% False False 59,001
120 1.0537 0.9680 0.0857 8.2% 0.0072 0.7% 89% False False 49,187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 1.0983
2.618 1.0781
1.618 1.0657
1.000 1.0580
0.618 1.0533
HIGH 1.0456
0.618 1.0409
0.500 1.0394
0.382 1.0379
LOW 1.0332
0.618 1.0255
1.000 1.0208
1.618 1.0131
2.618 1.0007
4.250 0.9805
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 1.0429 1.0427
PP 1.0412 1.0406
S1 1.0394 1.0386

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

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