CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 1.0096 1.0100 0.0004 0.0% 1.0187
High 1.0096 1.0100 0.0004 0.0% 1.0196
Low 1.0096 1.0100 0.0004 0.0% 1.0096
Close 1.0096 1.0100 0.0004 0.0% 1.0100
Range
ATR 0.0026 0.0025 -0.0002 -6.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0100 1.0100 1.0100
R3 1.0100 1.0100 1.0100
R2 1.0100 1.0100 1.0100
R1 1.0100 1.0100 1.0100 1.0100
PP 1.0100 1.0100 1.0100 1.0100
S1 1.0100 1.0100 1.0100 1.0100
S2 1.0100 1.0100 1.0100
S3 1.0100 1.0100 1.0100
S4 1.0100 1.0100 1.0100
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0431 1.0365 1.0155
R3 1.0331 1.0265 1.0128
R2 1.0231 1.0231 1.0118
R1 1.0165 1.0165 1.0109 1.0148
PP 1.0131 1.0131 1.0131 1.0122
S1 1.0065 1.0065 1.0091 1.0048
S2 1.0031 1.0031 1.0082
S3 0.9931 0.9965 1.0073
S4 0.9831 0.9865 1.0045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0196 1.0096 0.0100 1.0% 0.0000 0.0% 4% False False 1
10 1.0196 1.0096 0.0100 1.0% 0.0000 0.0% 4% False False 1
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0100
2.618 1.0100
1.618 1.0100
1.000 1.0100
0.618 1.0100
HIGH 1.0100
0.618 1.0100
0.500 1.0100
0.382 1.0100
LOW 1.0100
0.618 1.0100
1.000 1.0100
1.618 1.0100
2.618 1.0100
4.250 1.0100
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 1.0100 1.0121
PP 1.0100 1.0114
S1 1.0100 1.0107

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

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