CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 05-Apr-2013
Day Change Summary
Previous Current
04-Apr-2013 05-Apr-2013 Change Change % Previous Week
Open 1.0350 1.0300 -0.0050 -0.5% 1.0282
High 1.0350 1.0301 -0.0049 -0.5% 1.0359
Low 1.0261 1.0236 -0.0025 -0.2% 1.0236
Close 1.0300 1.0261 -0.0039 -0.4% 1.0261
Range 0.0089 0.0065 -0.0024 -27.0% 0.0123
ATR 0.0044 0.0046 0.0001 3.3% 0.0000
Volume 35 58 23 65.7% 205
Daily Pivots for day following 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0461 1.0426 1.0297
R3 1.0396 1.0361 1.0279
R2 1.0331 1.0331 1.0273
R1 1.0296 1.0296 1.0267 1.0281
PP 1.0266 1.0266 1.0266 1.0259
S1 1.0231 1.0231 1.0255 1.0216
S2 1.0201 1.0201 1.0249
S3 1.0136 1.0166 1.0243
S4 1.0071 1.0101 1.0225
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0654 1.0581 1.0329
R3 1.0531 1.0458 1.0295
R2 1.0408 1.0408 1.0284
R1 1.0335 1.0335 1.0272 1.0310
PP 1.0285 1.0285 1.0285 1.0273
S1 1.0212 1.0212 1.0250 1.0187
S2 1.0162 1.0162 1.0238
S3 1.0039 1.0089 1.0227
S4 0.9916 0.9966 1.0193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0359 1.0236 0.0123 1.2% 0.0047 0.5% 20% False True 41
10 1.0359 1.0236 0.0123 1.2% 0.0040 0.4% 20% False True 38
20 1.0359 1.0068 0.0291 2.8% 0.0036 0.4% 66% False False 22
40 1.0359 1.0040 0.0319 3.1% 0.0027 0.3% 69% False False 12
60 1.0406 1.0040 0.0366 3.6% 0.0019 0.2% 60% False False 8
80 1.0406 1.0040 0.0366 3.6% 0.0014 0.1% 60% False False 6
100 1.0406 1.0040 0.0366 3.6% 0.0011 0.1% 60% False False 5
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0577
2.618 1.0471
1.618 1.0406
1.000 1.0366
0.618 1.0341
HIGH 1.0301
0.618 1.0276
0.500 1.0269
0.382 1.0261
LOW 1.0236
0.618 1.0196
1.000 1.0171
1.618 1.0131
2.618 1.0066
4.250 0.9960
Fisher Pivots for day following 05-Apr-2013
Pivot 1 day 3 day
R1 1.0269 1.0298
PP 1.0266 1.0285
S1 1.0264 1.0273

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

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