CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 1.0170 1.0185 0.0015 0.1% 1.0053
High 1.0170 1.0238 0.0068 0.7% 1.0134
Low 1.0150 1.0185 0.0035 0.3% 1.0053
Close 1.0166 1.0238 0.0072 0.7% 1.0093
Range 0.0020 0.0053 0.0033 165.0% 0.0081
ATR 0.0044 0.0046 0.0002 4.6% 0.0000
Volume 1 2 1 100.0% 39
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0379 1.0362 1.0267
R3 1.0326 1.0309 1.0253
R2 1.0273 1.0273 1.0248
R1 1.0256 1.0256 1.0243 1.0265
PP 1.0220 1.0220 1.0220 1.0225
S1 1.0203 1.0203 1.0233 1.0212
S2 1.0167 1.0167 1.0228
S3 1.0114 1.0150 1.0223
S4 1.0061 1.0097 1.0209
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0336 1.0296 1.0138
R3 1.0255 1.0215 1.0115
R2 1.0174 1.0174 1.0108
R1 1.0134 1.0134 1.0100 1.0154
PP 1.0093 1.0093 1.0093 1.0104
S1 1.0053 1.0053 1.0086 1.0073
S2 1.0012 1.0012 1.0078
S3 0.9931 0.9972 1.0071
S4 0.9850 0.9891 1.0048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0238 1.0068 0.0170 1.7% 0.0037 0.4% 100% True False 3
10 1.0238 1.0050 0.0188 1.8% 0.0028 0.3% 100% True False 5
20 1.0238 1.0040 0.0198 1.9% 0.0023 0.2% 100% True False 3
40 1.0390 1.0040 0.0350 3.4% 0.0014 0.1% 57% False False 2
60 1.0406 1.0040 0.0366 3.6% 0.0010 0.1% 54% False False 2
80 1.0406 1.0040 0.0366 3.6% 0.0007 0.1% 54% False False 1
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 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0463
2.618 1.0377
1.618 1.0324
1.000 1.0291
0.618 1.0271
HIGH 1.0238
0.618 1.0218
0.500 1.0212
0.382 1.0205
LOW 1.0185
0.618 1.0152
1.000 1.0132
1.618 1.0099
2.618 1.0046
4.250 0.9960
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 1.0229 1.0223
PP 1.0220 1.0209
S1 1.0212 1.0194

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

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