CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 1.0452 1.0491 0.0039 0.4% 1.0408
High 1.0506 1.0520 0.0014 0.1% 1.0510
Low 1.0438 1.0455 0.0017 0.2% 1.0385
Close 1.0490 1.0474 -0.0016 -0.2% 1.0490
Range 0.0068 0.0065 -0.0003 -4.4% 0.0125
ATR 0.0057 0.0057 0.0001 1.1% 0.0000
Volume 133,637 66,791 -66,846 -50.0% 367,552
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0678 1.0641 1.0510
R3 1.0613 1.0576 1.0492
R2 1.0548 1.0548 1.0486
R1 1.0511 1.0511 1.0480 1.0497
PP 1.0483 1.0483 1.0483 1.0476
S1 1.0446 1.0446 1.0468 1.0432
S2 1.0418 1.0418 1.0462
S3 1.0353 1.0381 1.0456
S4 1.0288 1.0316 1.0438
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0837 1.0788 1.0559
R3 1.0712 1.0663 1.0524
R2 1.0587 1.0587 1.0513
R1 1.0538 1.0538 1.0501 1.0563
PP 1.0462 1.0462 1.0462 1.0474
S1 1.0413 1.0413 1.0479 1.0438
S2 1.0337 1.0337 1.0467
S3 1.0212 1.0288 1.0456
S4 1.0087 1.0163 1.0421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0520 1.0385 0.0135 1.3% 0.0065 0.6% 66% True False 81,942
10 1.0520 1.0331 0.0189 1.8% 0.0059 0.6% 76% True False 47,412
20 1.0520 1.0244 0.0276 2.6% 0.0057 0.5% 83% True False 24,193
40 1.0520 1.0134 0.0386 3.7% 0.0050 0.5% 88% True False 12,133
60 1.0520 1.0025 0.0495 4.7% 0.0051 0.5% 91% True False 8,103
80 1.0520 1.0010 0.0510 4.9% 0.0045 0.4% 91% True False 6,083
100 1.0520 1.0010 0.0510 4.9% 0.0036 0.3% 91% True False 4,866
120 1.0520 0.9802 0.0718 6.9% 0.0030 0.3% 94% True False 4,056
Crabel Price Patterns
NR True
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 False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0796
2.618 1.0690
1.618 1.0625
1.000 1.0585
0.618 1.0560
HIGH 1.0520
0.618 1.0495
0.500 1.0488
0.382 1.0480
LOW 1.0455
0.618 1.0415
1.000 1.0390
1.618 1.0350
2.618 1.0285
4.250 1.0179
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 1.0488 1.0478
PP 1.0483 1.0477
S1 1.0479 1.0475

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

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