CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 1.0275 1.0267 -0.0008 -0.1% 1.0292
High 1.0275 1.0267 -0.0008 -0.1% 1.0315
Low 1.0275 1.0267 -0.0008 -0.1% 1.0267
Close 1.0275 1.0267 -0.0008 -0.1% 1.0267
Range
ATR 0.0035 0.0033 -0.0002 -5.5% 0.0000
Volume 2 2 0 0.0% 16
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0267 1.0267 1.0267
R3 1.0267 1.0267 1.0267
R2 1.0267 1.0267 1.0267
R1 1.0267 1.0267 1.0267 1.0267
PP 1.0267 1.0267 1.0267 1.0267
S1 1.0267 1.0267 1.0267 1.0267
S2 1.0267 1.0267 1.0267
S3 1.0267 1.0267 1.0267
S4 1.0267 1.0267 1.0267
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0427 1.0395 1.0293
R3 1.0379 1.0347 1.0280
R2 1.0331 1.0331 1.0276
R1 1.0299 1.0299 1.0271 1.0291
PP 1.0283 1.0283 1.0283 1.0279
S1 1.0251 1.0251 1.0263 1.0243
S2 1.0235 1.0235 1.0258
S3 1.0187 1.0203 1.0254
S4 1.0139 1.0155 1.0241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0315 1.0267 0.0048 0.5% 0.0000 0.0% 0% False True 3
10 1.0315 1.0166 0.0149 1.5% 0.0002 0.0% 68% False False 2
20 1.0315 1.0162 0.0153 1.5% 0.0004 0.0% 69% False False 1
40 1.0315 0.9973 0.0342 3.3% 0.0004 0.0% 86% False False 1
60 1.0318 0.9973 0.0345 3.4% 0.0004 0.0% 85% False False 2
80 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 86% 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 0.0001
Fibonacci Retracements and Extensions
4.250 1.0267
2.618 1.0267
1.618 1.0267
1.000 1.0267
0.618 1.0267
HIGH 1.0267
0.618 1.0267
0.500 1.0267
0.382 1.0267
LOW 1.0267
0.618 1.0267
1.000 1.0267
1.618 1.0267
2.618 1.0267
4.250 1.0267
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 1.0267 1.0291
PP 1.0267 1.0283
S1 1.0267 1.0275

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

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