CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 1.0308 1.0290 -0.0018 -0.2% 1.0142
High 1.0344 1.0339 -0.0005 0.0% 1.0344
Low 1.0288 1.0273 -0.0015 -0.1% 1.0128
Close 1.0333 1.0325 -0.0008 -0.1% 1.0333
Range 0.0056 0.0066 0.0010 17.9% 0.0216
ATR 0.0072 0.0071 0.0000 -0.6% 0.0000
Volume 80,803 86,109 5,306 6.6% 276,513
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0510 1.0484 1.0361
R3 1.0444 1.0418 1.0343
R2 1.0378 1.0378 1.0337
R1 1.0352 1.0352 1.0331 1.0365
PP 1.0312 1.0312 1.0312 1.0319
S1 1.0286 1.0286 1.0319 1.0299
S2 1.0246 1.0246 1.0313
S3 1.0180 1.0220 1.0307
S4 1.0114 1.0154 1.0289
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0916 1.0841 1.0452
R3 1.0700 1.0625 1.0392
R2 1.0484 1.0484 1.0373
R1 1.0409 1.0409 1.0353 1.0447
PP 1.0268 1.0268 1.0268 1.0287
S1 1.0193 1.0193 1.0313 1.0231
S2 1.0052 1.0052 1.0293
S3 0.9836 0.9977 1.0274
S4 0.9620 0.9761 1.0214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0344 1.0191 0.0153 1.5% 0.0071 0.7% 88% False False 64,421
10 1.0344 1.0115 0.0229 2.2% 0.0072 0.7% 92% False False 40,934
20 1.0344 1.0038 0.0306 3.0% 0.0074 0.7% 94% False False 21,291
40 1.0460 1.0038 0.0422 4.1% 0.0065 0.6% 68% False False 10,717
60 1.0474 1.0038 0.0436 4.2% 0.0055 0.5% 66% False False 7,160
80 1.0474 1.0038 0.0436 4.2% 0.0043 0.4% 66% False False 5,373
100 1.0474 1.0038 0.0436 4.2% 0.0035 0.3% 66% False False 4,299
120 1.0474 0.9973 0.0501 4.9% 0.0030 0.3% 70% False False 3,582
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0620
2.618 1.0512
1.618 1.0446
1.000 1.0405
0.618 1.0380
HIGH 1.0339
0.618 1.0314
0.500 1.0306
0.382 1.0298
LOW 1.0273
0.618 1.0232
1.000 1.0207
1.618 1.0166
2.618 1.0100
4.250 0.9993
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 1.0319 1.0310
PP 1.0312 1.0295
S1 1.0306 1.0280

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

View Archives - Comment on this page... - Back to Index of Symbols