CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 03-Apr-2013
Day Change Summary
Previous Current
02-Apr-2013 03-Apr-2013 Change Change % Previous Week
Open 1.0247 1.0265 0.0018 0.2% 1.0253
High 1.0247 1.0265 0.0018 0.2% 1.0285
Low 1.0247 1.0265 0.0018 0.2% 1.0216
Close 1.0247 1.0265 0.0018 0.2% 1.0216
Range
ATR 0.0029 0.0028 -0.0001 -2.7% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 03-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0265 1.0265 1.0265
R3 1.0265 1.0265 1.0265
R2 1.0265 1.0265 1.0265
R1 1.0265 1.0265 1.0265 1.0265
PP 1.0265 1.0265 1.0265 1.0265
S1 1.0265 1.0265 1.0265 1.0265
S2 1.0265 1.0265 1.0265
S3 1.0265 1.0265 1.0265
S4 1.0265 1.0265 1.0265
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 1.0265 1.0216 0.0049 0.5% 0.0000 0.0% 100% True False 1
10 1.0285 1.0177 0.0108 1.1% 0.0000 0.0% 81% False False 1
20 1.0285 1.0025 0.0260 2.5% 0.0002 0.0% 92% False False 1
40 1.0285 0.9987 0.0298 2.9% 0.0001 0.0% 93% 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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0265
2.618 1.0265
1.618 1.0265
1.000 1.0265
0.618 1.0265
HIGH 1.0265
0.618 1.0265
0.500 1.0265
0.382 1.0265
LOW 1.0265
0.618 1.0265
1.000 1.0265
1.618 1.0265
2.618 1.0265
4.250 1.0265
Fisher Pivots for day following 03-Apr-2013
Pivot 1 day 3 day
R1 1.0265 1.0259
PP 1.0265 1.0253
S1 1.0265 1.0247

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

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