CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 1.0306 1.0296 -0.0010 -0.1% 1.0245
High 1.0360 1.0348 -0.0012 -0.1% 1.0313
Low 1.0298 1.0296 -0.0002 0.0% 1.0224
Close 1.0307 1.0306 -0.0001 0.0% 1.0235
Range 0.0062 0.0052 -0.0010 -16.1% 0.0089
ATR 0.0052 0.0052 0.0000 0.0% 0.0000
Volume 98 48 -50 -51.0% 133
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0473 1.0441 1.0335
R3 1.0421 1.0389 1.0320
R2 1.0369 1.0369 1.0316
R1 1.0337 1.0337 1.0311 1.0353
PP 1.0317 1.0317 1.0317 1.0325
S1 1.0285 1.0285 1.0301 1.0301
S2 1.0265 1.0265 1.0296
S3 1.0213 1.0233 1.0292
S4 1.0161 1.0181 1.0277
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0524 1.0469 1.0284
R3 1.0435 1.0380 1.0259
R2 1.0346 1.0346 1.0251
R1 1.0291 1.0291 1.0243 1.0274
PP 1.0257 1.0257 1.0257 1.0249
S1 1.0202 1.0202 1.0227 1.0185
S2 1.0168 1.0168 1.0219
S3 1.0079 1.0113 1.0211
S4 0.9990 1.0024 1.0186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0360 1.0235 0.0125 1.2% 0.0048 0.5% 57% False False 55
10 1.0360 1.0224 0.0136 1.3% 0.0037 0.4% 60% False False 37
20 1.0360 1.0100 0.0260 2.5% 0.0041 0.4% 79% False False 49
40 1.0470 1.0025 0.0445 4.3% 0.0049 0.5% 63% False False 49
60 1.0470 1.0010 0.0460 4.5% 0.0036 0.3% 64% False False 33
80 1.0470 1.0010 0.0460 4.5% 0.0027 0.3% 64% False False 25
100 1.0470 0.9780 0.0690 6.7% 0.0022 0.2% 76% False False 20
120 1.0470 0.9492 0.0978 9.5% 0.0018 0.2% 83% False False 17
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0569
2.618 1.0484
1.618 1.0432
1.000 1.0400
0.618 1.0380
HIGH 1.0348
0.618 1.0328
0.500 1.0322
0.382 1.0316
LOW 1.0296
0.618 1.0264
1.000 1.0244
1.618 1.0212
2.618 1.0160
4.250 1.0075
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 1.0322 1.0316
PP 1.0317 1.0312
S1 1.0311 1.0309

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

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