CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 1.0374 1.0420 0.0046 0.4% 1.0339
High 1.0374 1.0420 0.0046 0.4% 1.0420
Low 1.0374 1.0420 0.0046 0.4% 1.0339
Close 1.0374 1.0420 0.0046 0.4% 1.0420
Range
ATR 0.0032 0.0033 0.0001 3.1% 0.0000
Volume 4 4 0 0.0% 14
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0420 1.0420 1.0420
R3 1.0420 1.0420 1.0420
R2 1.0420 1.0420 1.0420
R1 1.0420 1.0420 1.0420 1.0420
PP 1.0420 1.0420 1.0420 1.0420
S1 1.0420 1.0420 1.0420 1.0420
S2 1.0420 1.0420 1.0420
S3 1.0420 1.0420 1.0420
S4 1.0420 1.0420 1.0420
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0636 1.0609 1.0465
R3 1.0555 1.0528 1.0442
R2 1.0474 1.0474 1.0435
R1 1.0447 1.0447 1.0427 1.0461
PP 1.0393 1.0393 1.0393 1.0400
S1 1.0366 1.0366 1.0413 1.0380
S2 1.0312 1.0312 1.0405
S3 1.0231 1.0285 1.0398
S4 1.0150 1.0204 1.0375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0420 1.0339 0.0081 0.8% 0.0004 0.0% 100% True False 2
10 1.0420 1.0240 0.0180 1.7% 0.0012 0.1% 100% True False 26
20 1.0420 1.0166 0.0254 2.4% 0.0007 0.1% 100% True False 14
40 1.0420 1.0080 0.0340 3.3% 0.0005 0.1% 100% True False 7
60 1.0420 0.9973 0.0447 4.3% 0.0005 0.0% 100% True False 5
80 1.0420 0.9959 0.0461 4.4% 0.0005 0.0% 100% True False 5
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 1.0420
2.618 1.0420
1.618 1.0420
1.000 1.0420
0.618 1.0420
HIGH 1.0420
0.618 1.0420
0.500 1.0420
0.382 1.0420
LOW 1.0420
0.618 1.0420
1.000 1.0420
1.618 1.0420
2.618 1.0420
4.250 1.0420
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 1.0420 1.0412
PP 1.0420 1.0405
S1 1.0420 1.0397

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

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