CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 1.0481 1.0481 0.0000 0.0% 1.0417
High 1.0500 1.0528 0.0028 0.3% 1.0508
Low 1.0460 1.0457 -0.0003 0.0% 1.0382
Close 1.0480 1.0516 0.0036 0.3% 1.0481
Range 0.0040 0.0071 0.0031 77.5% 0.0126
ATR 0.0062 0.0063 0.0001 1.0% 0.0000
Volume 83,465 115,865 32,400 38.8% 555,048
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0713 1.0686 1.0555
R3 1.0642 1.0615 1.0536
R2 1.0571 1.0571 1.0529
R1 1.0544 1.0544 1.0523 1.0558
PP 1.0500 1.0500 1.0500 1.0507
S1 1.0473 1.0473 1.0509 1.0487
S2 1.0429 1.0429 1.0503
S3 1.0358 1.0402 1.0496
S4 1.0287 1.0331 1.0477
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0835 1.0784 1.0550
R3 1.0709 1.0658 1.0516
R2 1.0583 1.0583 1.0504
R1 1.0532 1.0532 1.0493 1.0558
PP 1.0457 1.0457 1.0457 1.0470
S1 1.0406 1.0406 1.0469 1.0432
S2 1.0331 1.0331 1.0458
S3 1.0205 1.0280 1.0446
S4 1.0079 1.0154 1.0412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0528 1.0432 0.0096 0.9% 0.0053 0.5% 88% True False 106,401
10 1.0528 1.0382 0.0146 1.4% 0.0056 0.5% 92% True False 107,298
20 1.0528 1.0263 0.0265 2.5% 0.0063 0.6% 95% True False 109,198
40 1.0528 1.0191 0.0337 3.2% 0.0066 0.6% 96% True False 106,766
60 1.0528 1.0089 0.0439 4.2% 0.0073 0.7% 97% True False 110,239
80 1.0537 1.0077 0.0460 4.4% 0.0076 0.7% 95% False False 89,506
100 1.0537 1.0077 0.0460 4.4% 0.0074 0.7% 95% False False 71,620
120 1.0537 0.9836 0.0701 6.7% 0.0071 0.7% 97% False False 59,696
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0830
2.618 1.0714
1.618 1.0643
1.000 1.0599
0.618 1.0572
HIGH 1.0528
0.618 1.0501
0.500 1.0493
0.382 1.0484
LOW 1.0457
0.618 1.0413
1.000 1.0386
1.618 1.0342
2.618 1.0271
4.250 1.0155
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 1.0508 1.0508
PP 1.0500 1.0499
S1 1.0493 1.0491

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

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