CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 19-Apr-2013
Day Change Summary
Previous Current
18-Apr-2013 19-Apr-2013 Change Change % Previous Week
Open 1.0260 1.0257 -0.0003 0.0% 1.0452
High 1.0293 1.0315 0.0022 0.2% 1.0474
Low 1.0224 1.0230 0.0006 0.1% 1.0224
Close 1.0237 1.0235 -0.0002 0.0% 1.0235
Range 0.0069 0.0085 0.0016 23.2% 0.0250
ATR 0.0086 0.0086 0.0000 0.0% 0.0000
Volume 121,773 105,032 -16,741 -13.7% 734,974
Daily Pivots for day following 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0515 1.0460 1.0282
R3 1.0430 1.0375 1.0258
R2 1.0345 1.0345 1.0251
R1 1.0290 1.0290 1.0243 1.0275
PP 1.0260 1.0260 1.0260 1.0253
S1 1.0205 1.0205 1.0227 1.0190
S2 1.0175 1.0175 1.0219
S3 1.0090 1.0120 1.0212
S4 1.0005 1.0035 1.0188
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.1061 1.0898 1.0373
R3 1.0811 1.0648 1.0304
R2 1.0561 1.0561 1.0281
R1 1.0398 1.0398 1.0258 1.0355
PP 1.0311 1.0311 1.0311 1.0289
S1 1.0148 1.0148 1.0212 1.0105
S2 1.0061 1.0061 1.0189
S3 0.9811 0.9898 1.0166
S4 0.9561 0.9648 1.0098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0474 1.0224 0.0250 2.4% 0.0119 1.2% 4% False False 146,994
10 1.0531 1.0224 0.0307 3.0% 0.0102 1.0% 4% False False 123,025
20 1.0531 1.0224 0.0307 3.0% 0.0081 0.8% 4% False False 104,042
40 1.0531 1.0038 0.0493 4.8% 0.0076 0.7% 40% False False 69,255
60 1.0531 1.0038 0.0493 4.8% 0.0072 0.7% 40% False False 46,229
80 1.0531 1.0038 0.0493 4.8% 0.0063 0.6% 40% False False 34,684
100 1.0531 1.0038 0.0493 4.8% 0.0052 0.5% 40% False False 27,751
120 1.0531 1.0038 0.0493 4.8% 0.0044 0.4% 40% False False 23,126
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0676
2.618 1.0538
1.618 1.0453
1.000 1.0400
0.618 1.0368
HIGH 1.0315
0.618 1.0283
0.500 1.0273
0.382 1.0262
LOW 1.0230
0.618 1.0177
1.000 1.0145
1.618 1.0092
2.618 1.0007
4.250 0.9869
Fisher Pivots for day following 19-Apr-2013
Pivot 1 day 3 day
R1 1.0273 1.0286
PP 1.0260 1.0269
S1 1.0248 1.0252

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

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