CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 09-Apr-2013
Day Change Summary
Previous Current
08-Apr-2013 09-Apr-2013 Change Change % Previous Week
Open 1.0217 1.0280 0.0063 0.6% 1.0228
High 1.0217 1.0308 0.0091 0.9% 1.0265
Low 1.0217 1.0280 0.0063 0.6% 1.0180
Close 1.0217 1.0308 0.0091 0.9% 1.0193
Range 0.0000 0.0028 0.0028 0.0085
ATR 0.0030 0.0034 0.0004 14.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 09-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0383 1.0373 1.0323
R3 1.0355 1.0345 1.0316
R2 1.0327 1.0327 1.0313
R1 1.0317 1.0317 1.0311 1.0322
PP 1.0299 1.0299 1.0299 1.0301
S1 1.0289 1.0289 1.0305 1.0294
S2 1.0271 1.0271 1.0303
S3 1.0243 1.0261 1.0300
S4 1.0215 1.0233 1.0293
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0468 1.0415 1.0240
R3 1.0383 1.0330 1.0216
R2 1.0298 1.0298 1.0209
R1 1.0245 1.0245 1.0201 1.0229
PP 1.0213 1.0213 1.0213 1.0205
S1 1.0160 1.0160 1.0185 1.0144
S2 1.0128 1.0128 1.0177
S3 1.0043 1.0075 1.0170
S4 0.9958 0.9990 1.0146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0308 1.0180 0.0128 1.2% 0.0008 0.1% 100% True False 1
10 1.0308 1.0180 0.0128 1.2% 0.0004 0.0% 100% True False 1
20 1.0308 1.0096 0.0212 2.1% 0.0002 0.0% 100% True False 1
40 1.0308 0.9987 0.0321 3.1% 0.0002 0.0% 100% True False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.0427
2.618 1.0381
1.618 1.0353
1.000 1.0336
0.618 1.0325
HIGH 1.0308
0.618 1.0297
0.500 1.0294
0.382 1.0291
LOW 1.0280
0.618 1.0263
1.000 1.0252
1.618 1.0235
2.618 1.0207
4.250 1.0161
Fisher Pivots for day following 09-Apr-2013
Pivot 1 day 3 day
R1 1.0303 1.0287
PP 1.0299 1.0265
S1 1.0294 1.0244

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

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