CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 1.0027 1.0020 -0.0007 -0.1% 1.0067
High 1.0027 1.0020 -0.0007 -0.1% 1.0131
Low 1.0027 1.0020 -0.0007 -0.1% 1.0067
Close 1.0027 1.0020 -0.0007 -0.1% 1.0073
Range
ATR 0.0041 0.0039 -0.0002 -5.9% 0.0000
Volume 0 46 46 4
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0020 1.0020 1.0020
R3 1.0020 1.0020 1.0020
R2 1.0020 1.0020 1.0020
R1 1.0020 1.0020 1.0020 1.0020
PP 1.0020 1.0020 1.0020 1.0020
S1 1.0020 1.0020 1.0020 1.0020
S2 1.0020 1.0020 1.0020
S3 1.0020 1.0020 1.0020
S4 1.0020 1.0020 1.0020
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 1.0020 0.0120 1.2% 0.0000 0.0% 0% False True 9
10 1.0140 1.0020 0.0120 1.2% 0.0000 0.0% 0% False True 5
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 1.0020
2.618 1.0020
1.618 1.0020
1.000 1.0020
0.618 1.0020
HIGH 1.0020
0.618 1.0020
0.500 1.0020
0.382 1.0020
LOW 1.0020
0.618 1.0020
1.000 1.0020
1.618 1.0020
2.618 1.0020
4.250 1.0020
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 1.0020 1.0080
PP 1.0020 1.0060
S1 1.0020 1.0040

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

View Archives - Comment on this page... - Back to Index of Symbols