CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 1.0290 1.0279 -0.0011 -0.1% 1.0403
High 1.0303 1.0279 -0.0024 -0.2% 1.0407
Low 1.0268 1.0235 -0.0033 -0.3% 1.0268
Close 1.0273 1.0235 -0.0038 -0.4% 1.0273
Range 0.0035 0.0044 0.0009 25.7% 0.0139
ATR 0.0034 0.0035 0.0001 2.0% 0.0000
Volume 90 26 -64 -71.1% 100
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0382 1.0352 1.0259
R3 1.0338 1.0308 1.0247
R2 1.0294 1.0294 1.0243
R1 1.0264 1.0264 1.0239 1.0257
PP 1.0250 1.0250 1.0250 1.0246
S1 1.0220 1.0220 1.0231 1.0213
S2 1.0206 1.0206 1.0227
S3 1.0162 1.0176 1.0223
S4 1.0118 1.0132 1.0211
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0733 1.0642 1.0349
R3 1.0594 1.0503 1.0311
R2 1.0455 1.0455 1.0298
R1 1.0364 1.0364 1.0286 1.0340
PP 1.0316 1.0316 1.0316 1.0304
S1 1.0225 1.0225 1.0260 1.0201
S2 1.0177 1.0177 1.0248
S3 1.0038 1.0086 1.0235
S4 0.9899 0.9947 1.0197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0391 1.0235 0.0156 1.5% 0.0020 0.2% 0% False True 24
10 1.0420 1.0235 0.0185 1.8% 0.0012 0.1% 0% False True 13
20 1.0420 1.0235 0.0185 1.8% 0.0011 0.1% 0% False True 19
40 1.0420 1.0157 0.0263 2.6% 0.0008 0.1% 30% False False 10
60 1.0420 0.9973 0.0447 4.4% 0.0006 0.1% 59% False False 7
80 1.0420 0.9959 0.0461 4.5% 0.0006 0.1% 60% False False 6
100 1.0420 0.9959 0.0461 4.5% 0.0005 0.1% 60% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0466
2.618 1.0394
1.618 1.0350
1.000 1.0323
0.618 1.0306
HIGH 1.0279
0.618 1.0262
0.500 1.0257
0.382 1.0252
LOW 1.0235
0.618 1.0208
1.000 1.0191
1.618 1.0164
2.618 1.0120
4.250 1.0048
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 1.0257 1.0294
PP 1.0250 1.0274
S1 1.0242 1.0255

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

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