CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 30-Jan-2013
Day Change Summary
Previous Current
29-Jan-2013 30-Jan-2013 Change Change % Previous Week
Open 1.0335 1.0366 0.0031 0.3% 1.0408
High 1.0365 1.0366 0.0001 0.0% 1.0460
Low 1.0335 1.0299 -0.0036 -0.3% 1.0299
Close 1.0359 1.0306 -0.0053 -0.5% 1.0308
Range 0.0030 0.0067 0.0037 123.3% 0.0161
ATR 0.0047 0.0049 0.0001 3.0% 0.0000
Volume 41 33 -8 -19.5% 209
Daily Pivots for day following 30-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0525 1.0482 1.0343
R3 1.0458 1.0415 1.0324
R2 1.0391 1.0391 1.0318
R1 1.0348 1.0348 1.0312 1.0336
PP 1.0324 1.0324 1.0324 1.0318
S1 1.0281 1.0281 1.0300 1.0269
S2 1.0257 1.0257 1.0294
S3 1.0190 1.0214 1.0288
S4 1.0123 1.0147 1.0269
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0839 1.0734 1.0397
R3 1.0678 1.0573 1.0352
R2 1.0517 1.0517 1.0338
R1 1.0412 1.0412 1.0323 1.0384
PP 1.0356 1.0356 1.0356 1.0342
S1 1.0251 1.0251 1.0293 1.0223
S2 1.0195 1.0195 1.0278
S3 1.0034 1.0090 1.0264
S4 0.9873 0.9929 1.0219
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0414 1.0284 0.0130 1.3% 0.0048 0.5% 17% False False 53
10 1.0460 1.0284 0.0176 1.7% 0.0044 0.4% 13% False False 51
20 1.0474 1.0280 0.0194 1.9% 0.0043 0.4% 13% False False 56
40 1.0474 1.0226 0.0248 2.4% 0.0029 0.3% 32% False False 40
60 1.0474 1.0162 0.0312 3.0% 0.0020 0.2% 46% False False 27
80 1.0474 0.9973 0.0501 4.9% 0.0016 0.2% 66% False False 20
100 1.0474 0.9973 0.0501 4.9% 0.0014 0.1% 66% False False 17
120 1.0474 0.9959 0.0515 5.0% 0.0012 0.1% 67% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0651
2.618 1.0541
1.618 1.0474
1.000 1.0433
0.618 1.0407
HIGH 1.0366
0.618 1.0340
0.500 1.0333
0.382 1.0325
LOW 1.0299
0.618 1.0258
1.000 1.0232
1.618 1.0191
2.618 1.0124
4.250 1.0014
Fisher Pivots for day following 30-Jan-2013
Pivot 1 day 3 day
R1 1.0333 1.0325
PP 1.0324 1.0319
S1 1.0315 1.0312

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

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