CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 1.0221 1.0230 0.0009 0.1% 1.0293
High 1.0221 1.0230 0.0009 0.1% 1.0295
Low 1.0221 1.0230 0.0009 0.1% 1.0259
Close 1.0221 1.0230 0.0009 0.1% 1.0289
Range
ATR 0.0000 0.0026 0.0026 0.0000
Volume 1 1 0 0.0% 8
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0230 1.0230 1.0230
R3 1.0230 1.0230 1.0230
R2 1.0230 1.0230 1.0230
R1 1.0230 1.0230 1.0230 1.0230
PP 1.0230 1.0230 1.0230 1.0230
S1 1.0230 1.0230 1.0230 1.0230
S2 1.0230 1.0230 1.0230
S3 1.0230 1.0230 1.0230
S4 1.0230 1.0230 1.0230
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% 0.0003 0.0% 12% False False 1
10 1.0295 1.0180 0.0115 1.1% 0.0004 0.0% 43% 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 1.0230
2.618 1.0230
1.618 1.0230
1.000 1.0230
0.618 1.0230
HIGH 1.0230
0.618 1.0230
0.500 1.0230
0.382 1.0230
LOW 1.0230
0.618 1.0230
1.000 1.0230
1.618 1.0230
2.618 1.0230
4.250 1.0230
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 1.0230 1.0230
PP 1.0230 1.0230
S1 1.0230 1.0230

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

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