CME Australian Dollar Future December 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 1.0140 1.0027 -0.0113 -1.1% 1.0067
High 1.0140 1.0027 -0.0113 -1.1% 1.0131
Low 1.0140 1.0027 -0.0113 -1.1% 1.0067
Close 1.0140 1.0027 -0.0113 -1.1% 1.0073
Range
ATR 0.0035 0.0041 0.0006 15.6% 0.0000
Volume
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0027 1.0027 1.0027
R3 1.0027 1.0027 1.0027
R2 1.0027 1.0027 1.0027
R1 1.0027 1.0027 1.0027 1.0027
PP 1.0027 1.0027 1.0027 1.0027
S1 1.0027 1.0027 1.0027 1.0027
S2 1.0027 1.0027 1.0027
S3 1.0027 1.0027 1.0027
S4 1.0027 1.0027 1.0027
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0282 1.0242 1.0108
R3 1.0218 1.0178 1.0091
R2 1.0154 1.0154 1.0085
R1 1.0114 1.0114 1.0079 1.0134
PP 1.0090 1.0090 1.0090 1.0101
S1 1.0050 1.0050 1.0067 1.0070
S2 1.0026 1.0026 1.0061
S3 0.9962 0.9986 1.0055
S4 0.9898 0.9922 1.0038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0140 1.0027 0.0113 1.1% 0.0000 0.0% 0% False True
10 1.0140 1.0027 0.0113 1.1% 0.0000 0.0% 0% False True 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 1.0027
2.618 1.0027
1.618 1.0027
1.000 1.0027
0.618 1.0027
HIGH 1.0027
0.618 1.0027
0.500 1.0027
0.382 1.0027
LOW 1.0027
0.618 1.0027
1.000 1.0027
1.618 1.0027
2.618 1.0027
4.250 1.0027
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 1.0027 1.0084
PP 1.0027 1.0065
S1 1.0027 1.0046

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

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