CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 09-Jan-2013
Day Change Summary
Previous Current
08-Jan-2013 09-Jan-2013 Change Change % Previous Week
Open 1.0380 1.0390 0.0010 0.1% 1.0254
High 1.0380 1.0400 0.0020 0.2% 1.0391
Low 1.0360 1.0376 0.0016 0.2% 1.0254
Close 1.0373 1.0386 0.0013 0.1% 1.0350
Range 0.0020 0.0024 0.0004 20.0% 0.0137
ATR 0.0039 0.0038 -0.0001 -2.2% 0.0000
Volume 66 48 -18 -27.3% 329
Daily Pivots for day following 09-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0459 1.0447 1.0399
R3 1.0435 1.0423 1.0393
R2 1.0411 1.0411 1.0390
R1 1.0399 1.0399 1.0388 1.0393
PP 1.0387 1.0387 1.0387 1.0385
S1 1.0375 1.0375 1.0384 1.0369
S2 1.0363 1.0363 1.0382
S3 1.0339 1.0351 1.0379
S4 1.0315 1.0327 1.0373
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0743 1.0683 1.0425
R3 1.0606 1.0546 1.0388
R2 1.0469 1.0469 1.0375
R1 1.0409 1.0409 1.0363 1.0439
PP 1.0332 1.0332 1.0332 1.0347
S1 1.0272 1.0272 1.0337 1.0302
S2 1.0195 1.0195 1.0325
S3 1.0058 1.0135 1.0312
S4 0.9921 0.9998 1.0275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0400 1.0280 0.0120 1.2% 0.0037 0.4% 88% True False 56
10 1.0400 1.0226 0.0174 1.7% 0.0028 0.3% 92% True False 49
20 1.0420 1.0226 0.0194 1.9% 0.0020 0.2% 82% False False 31
40 1.0420 1.0162 0.0258 2.5% 0.0013 0.1% 87% False False 22
60 1.0420 1.0056 0.0364 3.5% 0.0010 0.1% 91% False False 15
80 1.0420 0.9973 0.0447 4.3% 0.0008 0.1% 92% False False 12
100 1.0420 0.9959 0.0461 4.4% 0.0008 0.1% 93% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0502
2.618 1.0463
1.618 1.0439
1.000 1.0424
0.618 1.0415
HIGH 1.0400
0.618 1.0391
0.500 1.0388
0.382 1.0385
LOW 1.0376
0.618 1.0361
1.000 1.0352
1.618 1.0337
2.618 1.0313
4.250 1.0274
Fisher Pivots for day following 09-Jan-2013
Pivot 1 day 3 day
R1 1.0388 1.0383
PP 1.0387 1.0380
S1 1.0387 1.0377

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

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