CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 30-Apr-2013
Day Change Summary
Previous Current
29-Apr-2013 30-Apr-2013 Change Change % Previous Week
Open 1.0190 1.0169 -0.0021 -0.2% 1.0086
High 1.0192 1.0197 0.0005 0.0% 1.0155
Low 1.0190 1.0169 -0.0021 -0.2% 1.0060
Close 1.0192 1.0197 0.0005 0.0% 1.0119
Range 0.0002 0.0028 0.0026 1,300.0% 0.0095
ATR 0.0042 0.0041 -0.0001 -2.3% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 30-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0272 1.0262 1.0212
R3 1.0244 1.0234 1.0205
R2 1.0216 1.0216 1.0202
R1 1.0206 1.0206 1.0200 1.0211
PP 1.0188 1.0188 1.0188 1.0190
S1 1.0178 1.0178 1.0194 1.0183
S2 1.0160 1.0160 1.0192
S3 1.0132 1.0150 1.0189
S4 1.0104 1.0122 1.0182
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 1.0197 1.0119 0.0078 0.8% 0.0011 0.1% 100% True False 1
10 1.0197 1.0060 0.0137 1.3% 0.0014 0.1% 100% True False 1
20 1.0359 1.0060 0.0299 2.9% 0.0009 0.1% 46% False False 1
40 1.0359 1.0025 0.0334 3.3% 0.0006 0.1% 51% False False 1
60 1.0359 0.9987 0.0372 3.6% 0.0004 0.0% 56% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0316
2.618 1.0270
1.618 1.0242
1.000 1.0225
0.618 1.0214
HIGH 1.0197
0.618 1.0186
0.500 1.0183
0.382 1.0180
LOW 1.0169
0.618 1.0152
1.000 1.0141
1.618 1.0124
2.618 1.0096
4.250 1.0050
Fisher Pivots for day following 30-Apr-2013
Pivot 1 day 3 day
R1 1.0192 1.0184
PP 1.0188 1.0171
S1 1.0183 1.0158

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

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