CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 1.0085 1.0157 0.0072 0.7% 1.0030
High 1.0157 1.0157 0.0000 0.0% 1.0157
Low 1.0085 1.0106 0.0021 0.2% 1.0025
Close 1.0137 1.0106 -0.0031 -0.3% 1.0106
Range 0.0072 0.0051 -0.0021 -29.2% 0.0132
ATR 0.0065 0.0064 -0.0001 -1.5% 0.0000
Volume 38 26 -12 -31.6% 112
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0276 1.0242 1.0134
R3 1.0225 1.0191 1.0120
R2 1.0174 1.0174 1.0115
R1 1.0140 1.0140 1.0111 1.0132
PP 1.0123 1.0123 1.0123 1.0119
S1 1.0089 1.0089 1.0101 1.0081
S2 1.0072 1.0072 1.0097
S3 1.0021 1.0038 1.0092
S4 0.9970 0.9987 1.0078
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0492 1.0431 1.0179
R3 1.0360 1.0299 1.0142
R2 1.0228 1.0228 1.0130
R1 1.0167 1.0167 1.0118 1.0198
PP 1.0096 1.0096 1.0096 1.0111
S1 1.0035 1.0035 1.0094 1.0066
S2 0.9964 0.9964 1.0082
S3 0.9832 0.9903 1.0070
S4 0.9700 0.9771 1.0033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0157 1.0025 0.0132 1.3% 0.0054 0.5% 61% True False 22
10 1.0255 1.0025 0.0230 2.3% 0.0058 0.6% 35% False False 30
20 1.0354 1.0025 0.0329 3.3% 0.0056 0.6% 25% False False 49
40 1.0470 1.0010 0.0460 4.6% 0.0034 0.3% 21% False False 26
60 1.0470 1.0010 0.0460 4.6% 0.0023 0.2% 21% False False 17
80 1.0470 0.9780 0.0690 6.8% 0.0017 0.2% 47% False False 13
100 1.0470 0.9492 0.0978 9.7% 0.0014 0.1% 63% False False 11
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0374
2.618 1.0291
1.618 1.0240
1.000 1.0208
0.618 1.0189
HIGH 1.0157
0.618 1.0138
0.500 1.0132
0.382 1.0125
LOW 1.0106
0.618 1.0074
1.000 1.0055
1.618 1.0023
2.618 0.9972
4.250 0.9889
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 1.0132 1.0109
PP 1.0123 1.0108
S1 1.0115 1.0107

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

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