CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 1.0105 1.0182 0.0077 0.8% 1.0190
High 1.0105 1.0192 0.0087 0.9% 1.0197
Low 1.0097 1.0156 0.0059 0.6% 1.0097
Close 1.0097 1.0156 0.0059 0.6% 1.0156
Range 0.0008 0.0036 0.0028 350.0% 0.0100
ATR 0.0044 0.0047 0.0004 8.4% 0.0000
Volume 6 1 -5 -83.3% 11
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.0276 1.0252 1.0176
R3 1.0240 1.0216 1.0166
R2 1.0204 1.0204 1.0163
R1 1.0180 1.0180 1.0159 1.0174
PP 1.0168 1.0168 1.0168 1.0165
S1 1.0144 1.0144 1.0153 1.0138
S2 1.0132 1.0132 1.0149
S3 1.0096 1.0108 1.0146
S4 1.0060 1.0072 1.0136
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.0450 1.0403 1.0211
R3 1.0350 1.0303 1.0184
R2 1.0250 1.0250 1.0174
R1 1.0203 1.0203 1.0165 1.0177
PP 1.0150 1.0150 1.0150 1.0137
S1 1.0103 1.0103 1.0147 1.0077
S2 1.0050 1.0050 1.0138
S3 0.9950 1.0003 1.0129
S4 0.9850 0.9903 1.0101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0197 1.0097 0.0100 1.0% 0.0024 0.2% 59% False False 2
10 1.0197 1.0060 0.0137 1.3% 0.0021 0.2% 70% False False 2
20 1.0359 1.0060 0.0299 2.9% 0.0013 0.1% 32% False False 1
40 1.0359 1.0025 0.0334 3.3% 0.0007 0.1% 39% False False 1
60 1.0359 0.9987 0.0372 3.7% 0.0005 0.1% 45% 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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0345
2.618 1.0286
1.618 1.0250
1.000 1.0228
0.618 1.0214
HIGH 1.0192
0.618 1.0178
0.500 1.0174
0.382 1.0170
LOW 1.0156
0.618 1.0134
1.000 1.0120
1.618 1.0098
2.618 1.0062
4.250 1.0003
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 1.0174 1.0152
PP 1.0168 1.0148
S1 1.0162 1.0145

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

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