CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 1.0238 1.0221 -0.0017 -0.2% 1.0293
High 1.0238 1.0221 -0.0017 -0.2% 1.0295
Low 1.0238 1.0221 -0.0017 -0.2% 1.0259
Close 1.0238 1.0221 -0.0017 -0.2% 1.0289
Range
ATR
Volume 1 1 0 0.0% 8
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0221 1.0221 1.0221
R3 1.0221 1.0221 1.0221
R2 1.0221 1.0221 1.0221
R1 1.0221 1.0221 1.0221 1.0221
PP 1.0221 1.0221 1.0221 1.0221
S1 1.0221 1.0221 1.0221 1.0221
S2 1.0221 1.0221 1.0221
S3 1.0221 1.0221 1.0221
S4 1.0221 1.0221 1.0221
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0389 1.0375 1.0309
R3 1.0353 1.0339 1.0299
R2 1.0317 1.0317 1.0296
R1 1.0303 1.0303 1.0292 1.0292
PP 1.0281 1.0281 1.0281 1.0276
S1 1.0267 1.0267 1.0286 1.0256
S2 1.0245 1.0245 1.0282
S3 1.0209 1.0231 1.0279
S4 1.0173 1.0195 1.0269
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0295 1.0221 0.0074 0.7% 0.0007 0.1% 0% False True 1
10 1.0295 1.0180 0.0115 1.1% 0.0009 0.1% 36% False False 1
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 1.0221
2.618 1.0221
1.618 1.0221
1.000 1.0221
0.618 1.0221
HIGH 1.0221
0.618 1.0221
0.500 1.0221
0.382 1.0221
LOW 1.0221
0.618 1.0221
1.000 1.0221
1.618 1.0221
2.618 1.0221
4.250 1.0221
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 1.0221 1.0255
PP 1.0221 1.0244
S1 1.0221 1.0232

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

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