CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 25-Mar-2013
Day Change Summary
Previous Current
22-Mar-2013 25-Mar-2013 Change Change % Previous Week
Open 1.0237 1.0253 0.0016 0.2% 1.0185
High 1.0237 1.0253 0.0016 0.2% 1.0243
Low 1.0237 1.0253 0.0016 0.2% 1.0160
Close 1.0237 1.0253 0.0016 0.2% 1.0237
Range
ATR 0.0032 0.0031 -0.0001 -3.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 25-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0253 1.0253 1.0253
R3 1.0253 1.0253 1.0253
R2 1.0253 1.0253 1.0253
R1 1.0253 1.0253 1.0253 1.0253
PP 1.0253 1.0253 1.0253 1.0253
S1 1.0253 1.0253 1.0253 1.0253
S2 1.0253 1.0253 1.0253
S3 1.0253 1.0253 1.0253
S4 1.0253 1.0253 1.0253
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0462 1.0433 1.0283
R3 1.0379 1.0350 1.0260
R2 1.0296 1.0296 1.0252
R1 1.0267 1.0267 1.0245 1.0282
PP 1.0213 1.0213 1.0213 1.0221
S1 1.0184 1.0184 1.0229 1.0199
S2 1.0130 1.0130 1.0222
S3 1.0047 1.0101 1.0214
S4 0.9964 1.0018 1.0191
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0253 1.0160 0.0093 0.9% 0.0000 0.0% 100% True False 1
10 1.0253 1.0096 0.0157 1.5% 0.0001 0.0% 100% True False 1
20 1.0253 0.9987 0.0266 2.6% 0.0002 0.0% 100% True False 2
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0253
2.618 1.0253
1.618 1.0253
1.000 1.0253
0.618 1.0253
HIGH 1.0253
0.618 1.0253
0.500 1.0253
0.382 1.0253
LOW 1.0253
0.618 1.0253
1.000 1.0253
1.618 1.0253
2.618 1.0253
4.250 1.0253
Fisher Pivots for day following 25-Mar-2013
Pivot 1 day 3 day
R1 1.0253 1.0250
PP 1.0253 1.0248
S1 1.0253 1.0245

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

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