CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 07-May-2013
Day Change Summary
Previous Current
06-May-2013 07-May-2013 Change Change % Previous Week
Open 1.0276 1.0223 -0.0053 -0.5% 1.0248
High 1.0277 1.0224 -0.0053 -0.5% 1.0350
Low 1.0190 1.0125 -0.0065 -0.6% 1.0189
Close 1.0212 1.0155 -0.0057 -0.6% 1.0282
Range 0.0087 0.0099 0.0012 13.8% 0.0161
ATR 0.0081 0.0083 0.0001 1.5% 0.0000
Volume 78,914 128,051 49,137 62.3% 465,310
Daily Pivots for day following 07-May-2013
Classic Woodie Camarilla DeMark
R4 1.0465 1.0409 1.0209
R3 1.0366 1.0310 1.0182
R2 1.0267 1.0267 1.0173
R1 1.0211 1.0211 1.0164 1.0190
PP 1.0168 1.0168 1.0168 1.0157
S1 1.0112 1.0112 1.0146 1.0091
S2 1.0069 1.0069 1.0137
S3 0.9970 1.0013 1.0128
S4 0.9871 0.9914 1.0101
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.0757 1.0680 1.0371
R3 1.0596 1.0519 1.0326
R2 1.0435 1.0435 1.0312
R1 1.0358 1.0358 1.0297 1.0397
PP 1.0274 1.0274 1.0274 1.0293
S1 1.0197 1.0197 1.0267 1.0236
S2 1.0113 1.0113 1.0252
S3 0.9952 1.0036 1.0238
S4 0.9791 0.9875 1.0193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0346 1.0125 0.0221 2.2% 0.0091 0.9% 14% False True 104,310
10 1.0350 1.0125 0.0225 2.2% 0.0081 0.8% 13% False True 94,047
20 1.0531 1.0125 0.0406 4.0% 0.0089 0.9% 7% False True 108,922
40 1.0531 1.0125 0.0406 4.0% 0.0078 0.8% 7% False True 95,379
60 1.0531 1.0038 0.0493 4.9% 0.0076 0.7% 24% False False 65,335
80 1.0531 1.0038 0.0493 4.9% 0.0070 0.7% 24% False False 49,024
100 1.0531 1.0038 0.0493 4.9% 0.0061 0.6% 24% False False 39,227
120 1.0531 1.0038 0.0493 4.9% 0.0052 0.5% 24% False False 32,691
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0645
2.618 1.0483
1.618 1.0384
1.000 1.0323
0.618 1.0285
HIGH 1.0224
0.618 1.0186
0.500 1.0175
0.382 1.0163
LOW 1.0125
0.618 1.0064
1.000 1.0026
1.618 0.9965
2.618 0.9866
4.250 0.9704
Fisher Pivots for day following 07-May-2013
Pivot 1 day 3 day
R1 1.0175 1.0209
PP 1.0168 1.0191
S1 1.0162 1.0173

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

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