CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 13-Feb-2013
Day Change Summary
Previous Current
12-Feb-2013 13-Feb-2013 Change Change % Previous Week
Open 1.0154 1.0248 0.0094 0.9% 1.0319
High 1.0226 1.0270 0.0044 0.4% 1.0377
Low 1.0136 1.0232 0.0096 0.9% 1.0168
Close 1.0207 1.0247 0.0040 0.4% 1.0218
Range 0.0090 0.0038 -0.0052 -57.8% 0.0209
ATR 0.0062 0.0062 0.0000 0.1% 0.0000
Volume 150 268 118 78.7% 899
Daily Pivots for day following 13-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0364 1.0343 1.0268
R3 1.0326 1.0305 1.0257
R2 1.0288 1.0288 1.0254
R1 1.0267 1.0267 1.0250 1.0259
PP 1.0250 1.0250 1.0250 1.0245
S1 1.0229 1.0229 1.0244 1.0221
S2 1.0212 1.0212 1.0240
S3 1.0174 1.0191 1.0237
S4 1.0136 1.0153 1.0226
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0881 1.0759 1.0333
R3 1.0672 1.0550 1.0275
R2 1.0463 1.0463 1.0256
R1 1.0341 1.0341 1.0237 1.0298
PP 1.0254 1.0254 1.0254 1.0233
S1 1.0132 1.0132 1.0199 1.0089
S2 1.0045 1.0045 1.0180
S3 0.9836 0.9923 1.0161
S4 0.9627 0.9714 1.0103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0270 1.0136 0.0134 1.3% 0.0066 0.6% 83% True False 246
10 1.0377 1.0136 0.0241 2.4% 0.0068 0.7% 46% False False 185
20 1.0460 1.0136 0.0324 3.2% 0.0056 0.5% 34% False False 118
40 1.0474 1.0136 0.0338 3.3% 0.0043 0.4% 33% False False 80
60 1.0474 1.0136 0.0338 3.3% 0.0031 0.3% 33% False False 58
80 1.0474 1.0080 0.0394 3.8% 0.0024 0.2% 42% False False 43
100 1.0474 0.9973 0.0501 4.9% 0.0020 0.2% 55% False False 35
120 1.0474 0.9959 0.0515 5.0% 0.0018 0.2% 56% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0432
2.618 1.0369
1.618 1.0331
1.000 1.0308
0.618 1.0293
HIGH 1.0270
0.618 1.0255
0.500 1.0251
0.382 1.0247
LOW 1.0232
0.618 1.0209
1.000 1.0194
1.618 1.0171
2.618 1.0133
4.250 1.0071
Fisher Pivots for day following 13-Feb-2013
Pivot 1 day 3 day
R1 1.0251 1.0232
PP 1.0250 1.0218
S1 1.0248 1.0203

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

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