CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 1.0489 1.0490 0.0001 0.0% 1.0319
High 1.0531 1.0510 -0.0021 -0.2% 1.0531
Low 1.0448 1.0428 -0.0020 -0.2% 1.0294
Close 1.0499 1.0453 -0.0046 -0.4% 1.0453
Range 0.0083 0.0082 -0.0001 -1.2% 0.0237
ATR 0.0072 0.0073 0.0001 1.0% 0.0000
Volume 98,883 90,808 -8,075 -8.2% 495,283
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0710 1.0663 1.0498
R3 1.0628 1.0581 1.0476
R2 1.0546 1.0546 1.0468
R1 1.0499 1.0499 1.0461 1.0482
PP 1.0464 1.0464 1.0464 1.0455
S1 1.0417 1.0417 1.0445 1.0400
S2 1.0382 1.0382 1.0438
S3 1.0300 1.0335 1.0430
S4 1.0218 1.0253 1.0408
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.1137 1.1032 1.0583
R3 1.0900 1.0795 1.0518
R2 1.0663 1.0663 1.0496
R1 1.0558 1.0558 1.0475 1.0611
PP 1.0426 1.0426 1.0426 1.0452
S1 1.0321 1.0321 1.0431 1.0374
S2 1.0189 1.0189 1.0410
S3 0.9952 1.0084 1.0388
S4 0.9715 0.9847 1.0323
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0531 1.0294 0.0237 2.3% 0.0085 0.8% 67% False False 99,056
10 1.0531 1.0294 0.0237 2.3% 0.0077 0.7% 67% False False 95,202
20 1.0531 1.0273 0.0258 2.5% 0.0068 0.6% 70% False False 88,860
40 1.0531 1.0038 0.0493 4.7% 0.0070 0.7% 84% False False 50,917
60 1.0531 1.0038 0.0493 4.7% 0.0066 0.6% 84% False False 33,984
80 1.0531 1.0038 0.0493 4.7% 0.0057 0.5% 84% False False 25,498
100 1.0531 1.0038 0.0493 4.7% 0.0047 0.4% 84% False False 20,401
120 1.0531 1.0038 0.0493 4.7% 0.0040 0.4% 84% False False 17,001
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0859
2.618 1.0725
1.618 1.0643
1.000 1.0592
0.618 1.0561
HIGH 1.0510
0.618 1.0479
0.500 1.0469
0.382 1.0459
LOW 1.0428
0.618 1.0377
1.000 1.0346
1.618 1.0295
2.618 1.0213
4.250 1.0080
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 1.0469 1.0476
PP 1.0464 1.0468
S1 1.0458 1.0461

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

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