CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 1.0095 1.0125 0.0030 0.3% 1.0196
High 1.0095 1.0125 0.0030 0.3% 1.0196
Low 1.0010 1.0125 0.0115 1.1% 1.0125
Close 1.0027 1.0125 0.0098 1.0% 1.0152
Range 0.0085 0.0000 -0.0085 -100.0% 0.0071
ATR 0.0043 0.0047 0.0004 9.0% 0.0000
Volume 1 4 3 300.0% 5
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0125 1.0125 1.0125
R3 1.0125 1.0125 1.0125
R2 1.0125 1.0125 1.0125
R1 1.0125 1.0125 1.0125 1.0125
PP 1.0125 1.0125 1.0125 1.0125
S1 1.0125 1.0125 1.0125 1.0125
S2 1.0125 1.0125 1.0125
S3 1.0125 1.0125 1.0125
S4 1.0125 1.0125 1.0125
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0371 1.0332 1.0191
R3 1.0300 1.0261 1.0172
R2 1.0229 1.0229 1.0165
R1 1.0190 1.0190 1.0159 1.0174
PP 1.0158 1.0158 1.0158 1.0150
S1 1.0119 1.0119 1.0145 1.0103
S2 1.0087 1.0087 1.0139
S3 1.0016 1.0048 1.0132
S4 0.9945 0.9977 1.0113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0152 1.0010 0.0142 1.4% 0.0017 0.2% 81% False False 1
10 1.0257 1.0010 0.0247 2.4% 0.0009 0.1% 47% False False 1
20 1.0375 1.0010 0.0365 3.6% 0.0005 0.0% 32% False False 1
40 1.0375 0.9934 0.0441 4.4% 0.0002 0.0% 43% False False 1
60 1.0375 0.9745 0.0630 6.2% 0.0002 0.0% 60% False False 1
80 1.0375 0.9492 0.0883 8.7% 0.0001 0.0% 72% False False 1
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0125
2.618 1.0125
1.618 1.0125
1.000 1.0125
0.618 1.0125
HIGH 1.0125
0.618 1.0125
0.500 1.0125
0.382 1.0125
LOW 1.0125
0.618 1.0125
1.000 1.0125
1.618 1.0125
2.618 1.0125
4.250 1.0125
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 1.0125 1.0106
PP 1.0125 1.0087
S1 1.0125 1.0068

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

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