CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 0.9729 0.9695 -0.0034 -0.3% 0.9536
High 0.9729 0.9695 -0.0034 -0.3% 0.9729
Low 0.9729 0.9695 -0.0034 -0.3% 0.9536
Close 0.9729 0.9695 -0.0034 -0.3% 0.9695
Range
ATR 0.0051 0.0050 -0.0001 -2.4% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9695 0.9695 0.9695
R3 0.9695 0.9695 0.9695
R2 0.9695 0.9695 0.9695
R1 0.9695 0.9695 0.9695 0.9695
PP 0.9695 0.9695 0.9695 0.9695
S1 0.9695 0.9695 0.9695 0.9695
S2 0.9695 0.9695 0.9695
S3 0.9695 0.9695 0.9695
S4 0.9695 0.9695 0.9695
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0232 1.0157 0.9801
R3 1.0039 0.9964 0.9748
R2 0.9846 0.9846 0.9730
R1 0.9771 0.9771 0.9713 0.9809
PP 0.9653 0.9653 0.9653 0.9672
S1 0.9578 0.9578 0.9677 0.9616
S2 0.9460 0.9460 0.9660
S3 0.9267 0.9385 0.9642
S4 0.9074 0.9192 0.9589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9729 0.9536 0.0193 2.0% 0.0000 0.0% 82% False False 2
10 0.9729 0.9492 0.0237 2.4% 0.0000 0.0% 86% 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 0.9695
2.618 0.9695
1.618 0.9695
1.000 0.9695
0.618 0.9695
HIGH 0.9695
0.618 0.9695
0.500 0.9695
0.382 0.9695
LOW 0.9695
0.618 0.9695
1.000 0.9695
1.618 0.9695
2.618 0.9695
4.250 0.9695
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 0.9695 0.9712
PP 0.9695 0.9706
S1 0.9695 0.9701

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

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