CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 1.0228 1.0247 0.0019 0.2% 1.0253
High 1.0228 1.0247 0.0019 0.2% 1.0285
Low 1.0228 1.0247 0.0019 0.2% 1.0216
Close 1.0228 1.0247 0.0019 0.2% 1.0216
Range
ATR 0.0030 0.0029 -0.0001 -2.6% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0247 1.0247 1.0247
R3 1.0247 1.0247 1.0247
R2 1.0247 1.0247 1.0247
R1 1.0247 1.0247 1.0247 1.0247
PP 1.0247 1.0247 1.0247 1.0247
S1 1.0247 1.0247 1.0247 1.0247
S2 1.0247 1.0247 1.0247
S3 1.0247 1.0247 1.0247
S4 1.0247 1.0247 1.0247
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0446 1.0400 1.0254
R3 1.0377 1.0331 1.0235
R2 1.0308 1.0308 1.0229
R1 1.0262 1.0262 1.0222 1.0251
PP 1.0239 1.0239 1.0239 1.0233
S1 1.0193 1.0193 1.0210 1.0182
S2 1.0170 1.0170 1.0203
S3 1.0101 1.0124 1.0197
S4 1.0032 1.0055 1.0178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0285 1.0216 0.0069 0.7% 0.0000 0.0% 45% False False 1
10 1.0285 1.0160 0.0125 1.2% 0.0000 0.0% 70% False False 1
20 1.0285 1.0025 0.0260 2.5% 0.0002 0.0% 85% False False 1
40 1.0285 0.9987 0.0298 2.9% 0.0001 0.0% 87% False False 3
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0247
2.618 1.0247
1.618 1.0247
1.000 1.0247
0.618 1.0247
HIGH 1.0247
0.618 1.0247
0.500 1.0247
0.382 1.0247
LOW 1.0247
0.618 1.0247
1.000 1.0247
1.618 1.0247
2.618 1.0247
4.250 1.0247
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 1.0247 1.0242
PP 1.0247 1.0237
S1 1.0247 1.0232

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

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