CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 0.9563 0.9633 0.0070 0.7% 0.9654
High 0.9563 0.9633 0.0070 0.7% 0.9654
Low 0.9563 0.9633 0.0070 0.7% 0.9513
Close 0.9563 0.9633 0.0070 0.7% 0.9563
Range
ATR
Volume 2 2 0 0.0% 10
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 0.9633 0.9633 0.9633
R3 0.9633 0.9633 0.9633
R2 0.9633 0.9633 0.9633
R1 0.9633 0.9633 0.9633 0.9633
PP 0.9633 0.9633 0.9633 0.9633
S1 0.9633 0.9633 0.9633 0.9633
S2 0.9633 0.9633 0.9633
S3 0.9633 0.9633 0.9633
S4 0.9633 0.9633 0.9633
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.0000 0.9922 0.9641
R3 0.9859 0.9781 0.9602
R2 0.9718 0.9718 0.9589
R1 0.9640 0.9640 0.9576 0.9609
PP 0.9577 0.9577 0.9577 0.9561
S1 0.9499 0.9499 0.9550 0.9468
S2 0.9436 0.9436 0.9537
S3 0.9295 0.9358 0.9524
S4 0.9154 0.9217 0.9485
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9633 0.9513 0.0120 1.2% 0.0000 0.0% 100% True False 2
10 0.9699 0.9513 0.0186 1.9% 0.0000 0.0% 65% False False 2
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9633
2.618 0.9633
1.618 0.9633
1.000 0.9633
0.618 0.9633
HIGH 0.9633
0.618 0.9633
0.500 0.9633
0.382 0.9633
LOW 0.9633
0.618 0.9633
1.000 0.9633
1.618 0.9633
2.618 0.9633
4.250 0.9633
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 0.9633 0.9613
PP 0.9633 0.9593
S1 0.9633 0.9573

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

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