CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 1.0394 1.0408 0.0014 0.1% 1.0337
High 1.0417 1.0427 0.0010 0.1% 1.0435
Low 1.0381 1.0388 0.0007 0.1% 1.0311
Close 1.0408 1.0407 -0.0001 0.0% 1.0408
Range 0.0036 0.0039 0.0003 8.3% 0.0124
ATR 0.0055 0.0054 -0.0001 -2.1% 0.0000
Volume 6,073 24,629 18,556 305.5% 43,482
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0524 1.0505 1.0428
R3 1.0485 1.0466 1.0418
R2 1.0446 1.0446 1.0414
R1 1.0427 1.0427 1.0411 1.0417
PP 1.0407 1.0407 1.0407 1.0403
S1 1.0388 1.0388 1.0403 1.0378
S2 1.0368 1.0368 1.0400
S3 1.0329 1.0349 1.0396
S4 1.0290 1.0310 1.0386
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0757 1.0706 1.0476
R3 1.0633 1.0582 1.0442
R2 1.0509 1.0509 1.0431
R1 1.0458 1.0458 1.0419 1.0484
PP 1.0385 1.0385 1.0385 1.0397
S1 1.0334 1.0334 1.0397 1.0360
S2 1.0261 1.0261 1.0385
S3 1.0137 1.0210 1.0374
S4 1.0013 1.0086 1.0340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0435 1.0331 0.0104 1.0% 0.0052 0.5% 73% False False 12,881
10 1.0435 1.0311 0.0124 1.2% 0.0052 0.5% 77% False False 7,313
20 1.0435 1.0203 0.0232 2.2% 0.0054 0.5% 88% False False 3,743
40 1.0435 1.0100 0.0335 3.2% 0.0048 0.5% 92% False False 1,898
60 1.0435 1.0025 0.0410 3.9% 0.0050 0.5% 93% False False 1,281
80 1.0470 1.0010 0.0460 4.4% 0.0041 0.4% 86% False False 962
100 1.0470 1.0010 0.0460 4.4% 0.0033 0.3% 86% False False 769
120 1.0470 0.9780 0.0690 6.6% 0.0027 0.3% 91% False False 641
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0593
2.618 1.0529
1.618 1.0490
1.000 1.0466
0.618 1.0451
HIGH 1.0427
0.618 1.0412
0.500 1.0408
0.382 1.0403
LOW 1.0388
0.618 1.0364
1.000 1.0349
1.618 1.0325
2.618 1.0286
4.250 1.0222
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 1.0408 1.0405
PP 1.0407 1.0402
S1 1.0407 1.0400

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

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