CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 1.0191 1.0198 0.0007 0.1% 1.0119
High 1.0191 1.0198 0.0007 0.1% 1.0183
Low 1.0191 1.0198 0.0007 0.1% 1.0080
Close 1.0191 1.0198 0.0007 0.1% 1.0183
Range
ATR 0.0038 0.0035 -0.0002 -5.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0198 1.0198 1.0198
R3 1.0198 1.0198 1.0198
R2 1.0198 1.0198 1.0198
R1 1.0198 1.0198 1.0198 1.0198
PP 1.0198 1.0198 1.0198 1.0198
S1 1.0198 1.0198 1.0198 1.0198
S2 1.0198 1.0198 1.0198
S3 1.0198 1.0198 1.0198
S4 1.0198 1.0198 1.0198
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0458 1.0423 1.0240
R3 1.0355 1.0320 1.0211
R2 1.0252 1.0252 1.0202
R1 1.0217 1.0217 1.0192 1.0235
PP 1.0149 1.0149 1.0149 1.0157
S1 1.0114 1.0114 1.0174 1.0132
S2 1.0046 1.0046 1.0164
S3 0.9943 1.0011 1.0155
S4 0.9840 0.9908 1.0126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0198 1.0157 0.0041 0.4% 0.0000 0.0% 100% True False 1
10 1.0198 1.0080 0.0118 1.2% 0.0000 0.0% 100% True False 1
20 1.0198 0.9973 0.0225 2.2% 0.0003 0.0% 100% True False 1
40 1.0318 0.9973 0.0345 3.4% 0.0004 0.0% 65% False False 2
60 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 67% False False 2
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 1.0198
2.618 1.0198
1.618 1.0198
1.000 1.0198
0.618 1.0198
HIGH 1.0198
0.618 1.0198
0.500 1.0198
0.382 1.0198
LOW 1.0198
0.618 1.0198
1.000 1.0198
1.618 1.0198
2.618 1.0198
4.250 1.0198
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 1.0198 1.0191
PP 1.0198 1.0184
S1 1.0198 1.0178

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

View Archives - Comment on this page... - Back to Index of Symbols