CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 1.0310 1.0324 0.0014 0.1% 1.0292
High 1.0310 1.0324 0.0014 0.1% 1.0315
Low 1.0310 1.0324 0.0014 0.1% 1.0267
Close 1.0310 1.0324 0.0014 0.1% 1.0267
Range
ATR 0.0033 0.0032 -0.0001 -4.1% 0.0000
Volume 2 120 118 5,900.0% 16
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0324 1.0324 1.0324
R3 1.0324 1.0324 1.0324
R2 1.0324 1.0324 1.0324
R1 1.0324 1.0324 1.0324 1.0324
PP 1.0324 1.0324 1.0324 1.0324
S1 1.0324 1.0324 1.0324 1.0324
S2 1.0324 1.0324 1.0324
S3 1.0324 1.0324 1.0324
S4 1.0324 1.0324 1.0324
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 1.0324 1.0240 0.0084 0.8% 0.0016 0.2% 100% True False 25
10 1.0324 1.0240 0.0084 0.8% 0.0008 0.1% 100% True False 14
20 1.0324 1.0162 0.0162 1.6% 0.0006 0.1% 100% True False 7
40 1.0324 1.0041 0.0283 2.7% 0.0004 0.0% 100% True False 4
60 1.0324 0.9973 0.0351 3.4% 0.0004 0.0% 100% True False 3
80 1.0324 0.9959 0.0365 3.5% 0.0004 0.0% 100% True False 3
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 1.0324
2.618 1.0324
1.618 1.0324
1.000 1.0324
0.618 1.0324
HIGH 1.0324
0.618 1.0324
0.500 1.0324
0.382 1.0324
LOW 1.0324
0.618 1.0324
1.000 1.0324
1.618 1.0324
2.618 1.0324
4.250 1.0324
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 1.0324 1.0310
PP 1.0324 1.0296
S1 1.0324 1.0282

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

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