CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 1.0143 1.0093 -0.0050 -0.5% 1.0129
High 1.0206 1.0093 -0.0113 -1.1% 1.0196
Low 1.0143 1.0093 -0.0050 -0.5% 1.0087
Close 1.0206 1.0093 -0.0113 -1.1% 1.0138
Range 0.0063 0.0000 -0.0063 -100.0% 0.0109
ATR 0.0039 0.0045 0.0005 13.4% 0.0000
Volume 1 2 1 100.0% 8
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0093 1.0093 1.0093
R3 1.0093 1.0093 1.0093
R2 1.0093 1.0093 1.0093
R1 1.0093 1.0093 1.0093 1.0093
PP 1.0093 1.0093 1.0093 1.0093
S1 1.0093 1.0093 1.0093 1.0093
S2 1.0093 1.0093 1.0093
S3 1.0093 1.0093 1.0093
S4 1.0093 1.0093 1.0093
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0467 1.0412 1.0198
R3 1.0358 1.0303 1.0168
R2 1.0249 1.0249 1.0158
R1 1.0194 1.0194 1.0148 1.0222
PP 1.0140 1.0140 1.0140 1.0154
S1 1.0085 1.0085 1.0128 1.0113
S2 1.0031 1.0031 1.0118
S3 0.9922 0.9976 1.0108
S4 0.9813 0.9867 1.0078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0206 1.0093 0.0113 1.1% 0.0022 0.2% 0% False True 1
10 1.0206 1.0087 0.0119 1.2% 0.0018 0.2% 5% False False 1
20 1.0376 1.0087 0.0289 2.9% 0.0010 0.1% 2% False False 2
40 1.0406 1.0087 0.0319 3.2% 0.0005 0.0% 2% False False 1
60 1.0406 1.0087 0.0319 3.2% 0.0003 0.0% 2% False False 1
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0093
2.618 1.0093
1.618 1.0093
1.000 1.0093
0.618 1.0093
HIGH 1.0093
0.618 1.0093
0.500 1.0093
0.382 1.0093
LOW 1.0093
0.618 1.0093
1.000 1.0093
1.618 1.0093
2.618 1.0093
4.250 1.0093
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 1.0093 1.0150
PP 1.0093 1.0131
S1 1.0093 1.0112

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

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