CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 29-Apr-2013
Day Change Summary
Previous Current
26-Apr-2013 29-Apr-2013 Change Change % Previous Week
Open 1.0119 1.0190 0.0071 0.7% 1.0086
High 1.0119 1.0192 0.0073 0.7% 1.0155
Low 1.0119 1.0190 0.0071 0.7% 1.0060
Close 1.0119 1.0192 0.0073 0.7% 1.0119
Range 0.0000 0.0002 0.0002 0.0095
ATR 0.0039 0.0042 0.0002 6.2% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 29-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0197 1.0197 1.0193
R3 1.0195 1.0195 1.0193
R2 1.0193 1.0193 1.0192
R1 1.0193 1.0193 1.0192 1.0193
PP 1.0191 1.0191 1.0191 1.0192
S1 1.0191 1.0191 1.0192 1.0191
S2 1.0189 1.0189 1.0192
S3 1.0187 1.0189 1.0191
S4 1.0185 1.0187 1.0191
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0396 1.0353 1.0171
R3 1.0301 1.0258 1.0145
R2 1.0206 1.0206 1.0136
R1 1.0163 1.0163 1.0128 1.0185
PP 1.0111 1.0111 1.0111 1.0122
S1 1.0068 1.0068 1.0110 1.0090
S2 1.0016 1.0016 1.0102
S3 0.9921 0.9973 1.0093
S4 0.9826 0.9878 1.0067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0192 1.0060 0.0132 1.3% 0.0015 0.1% 100% True False 2
10 1.0199 1.0060 0.0139 1.4% 0.0011 0.1% 95% False False 1
20 1.0359 1.0060 0.0299 2.9% 0.0008 0.1% 44% False False 1
40 1.0359 0.9989 0.0370 3.6% 0.0005 0.0% 55% False False 1
60 1.0359 0.9987 0.0372 3.6% 0.0003 0.0% 55% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0201
2.618 1.0197
1.618 1.0195
1.000 1.0194
0.618 1.0193
HIGH 1.0192
0.618 1.0191
0.500 1.0191
0.382 1.0191
LOW 1.0190
0.618 1.0189
1.000 1.0188
1.618 1.0187
2.618 1.0185
4.250 1.0182
Fisher Pivots for day following 29-Apr-2013
Pivot 1 day 3 day
R1 1.0192 1.0180
PP 1.0191 1.0168
S1 1.0191 1.0156

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

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