CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 1.0250 1.0217 -0.0033 -0.3% 1.0184
High 1.0250 1.0217 -0.0033 -0.3% 1.0254
Low 1.0234 1.0217 -0.0017 -0.2% 1.0184
Close 1.0234 1.0217 -0.0017 -0.2% 1.0217
Range 0.0016 0.0000 -0.0016 -100.0% 0.0070
ATR 0.0035 0.0033 -0.0001 -3.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0217 1.0217 1.0217
R3 1.0217 1.0217 1.0217
R2 1.0217 1.0217 1.0217
R1 1.0217 1.0217 1.0217 1.0217
PP 1.0217 1.0217 1.0217 1.0217
S1 1.0217 1.0217 1.0217 1.0217
S2 1.0217 1.0217 1.0217
S3 1.0217 1.0217 1.0217
S4 1.0217 1.0217 1.0217
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0428 1.0393 1.0256
R3 1.0358 1.0323 1.0236
R2 1.0288 1.0288 1.0230
R1 1.0253 1.0253 1.0223 1.0271
PP 1.0218 1.0218 1.0218 1.0227
S1 1.0183 1.0183 1.0211 1.0201
S2 1.0148 1.0148 1.0204
S3 1.0078 1.0113 1.0198
S4 1.0008 1.0043 1.0179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0254 1.0184 0.0070 0.7% 0.0003 0.0% 47% False False 1
10 1.0254 1.0157 0.0097 0.9% 0.0007 0.1% 62% False False 1
20 1.0254 1.0056 0.0198 1.9% 0.0004 0.0% 81% False False 1
40 1.0265 0.9973 0.0292 2.9% 0.0004 0.0% 84% False False 1
60 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 72% False False 2
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0217
2.618 1.0217
1.618 1.0217
1.000 1.0217
0.618 1.0217
HIGH 1.0217
0.618 1.0217
0.500 1.0217
0.382 1.0217
LOW 1.0217
0.618 1.0217
1.000 1.0217
1.618 1.0217
2.618 1.0217
4.250 1.0217
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 1.0217 1.0234
PP 1.0217 1.0228
S1 1.0217 1.0223

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

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