CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 1.0400 1.0374 -0.0026 -0.3% 1.0264
High 1.0419 1.0374 -0.0045 -0.4% 1.0359
Low 1.0400 1.0374 -0.0026 -0.3% 1.0240
Close 1.0419 1.0374 -0.0045 -0.4% 1.0339
Range 0.0019 0.0000 -0.0019 -100.0% 0.0119
ATR 0.0031 0.0032 0.0001 3.2% 0.0000
Volume 2 4 2 100.0% 246
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0374 1.0374 1.0374
R3 1.0374 1.0374 1.0374
R2 1.0374 1.0374 1.0374
R1 1.0374 1.0374 1.0374 1.0374
PP 1.0374 1.0374 1.0374 1.0374
S1 1.0374 1.0374 1.0374 1.0374
S2 1.0374 1.0374 1.0374
S3 1.0374 1.0374 1.0374
S4 1.0374 1.0374 1.0374
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0670 1.0623 1.0404
R3 1.0551 1.0504 1.0372
R2 1.0432 1.0432 1.0361
R1 1.0385 1.0385 1.0350 1.0409
PP 1.0313 1.0313 1.0313 1.0324
S1 1.0266 1.0266 1.0328 1.0290
S2 1.0194 1.0194 1.0317
S3 1.0075 1.0147 1.0306
S4 0.9956 1.0028 1.0274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0419 1.0339 0.0080 0.8% 0.0008 0.1% 44% False False 26
10 1.0419 1.0240 0.0179 1.7% 0.0012 0.1% 75% False False 25
20 1.0419 1.0162 0.0257 2.5% 0.0007 0.1% 82% False False 14
40 1.0419 1.0080 0.0339 3.3% 0.0005 0.1% 87% False False 7
60 1.0419 0.9973 0.0446 4.3% 0.0005 0.0% 90% False False 5
80 1.0419 0.9959 0.0460 4.4% 0.0005 0.0% 90% False False 5
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 1.0374
2.618 1.0374
1.618 1.0374
1.000 1.0374
0.618 1.0374
HIGH 1.0374
0.618 1.0374
0.500 1.0374
0.382 1.0374
LOW 1.0374
0.618 1.0374
1.000 1.0374
1.618 1.0374
2.618 1.0374
4.250 1.0374
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 1.0374 1.0397
PP 1.0374 1.0389
S1 1.0374 1.0382

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

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