CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 26-Apr-2013

Day Change Summary
	Previous	Current
	25-Apr-2013	26-Apr-2013	Change	Change %	Previous Week
Open	1.0171	1.0204	0.0033	0.3%	1.0168
High	1.0231	1.0218	-0.0013	-0.1%	1.0231
Low	1.0171	1.0165	-0.0006	-0.1%	1.0114
Close	1.0192	1.0180	-0.0012	-0.1%	1.0180
Range	0.0060	0.0053	-0.0007	-11.7%	0.0117
ATR	0.0066	0.0065	-0.0001	-1.4%	0.0000
Volume	243	205	-38	-15.6%	1,149

Daily Pivots for day following 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0347	1.0316	1.0209
R3	1.0294	1.0263	1.0195
R2	1.0241	1.0241	1.0190
R1	1.0210	1.0210	1.0185	1.0199
PP	1.0188	1.0188	1.0188	1.0182
S1	1.0157	1.0157	1.0175	1.0146
S2	1.0135	1.0135	1.0170
S3	1.0082	1.0104	1.0165
S4	1.0029	1.0051	1.0151

Weekly Pivots for week ending 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0526	1.0470	1.0244
R3	1.0409	1.0353	1.0212
R2	1.0292	1.0292	1.0201
R1	1.0236	1.0236	1.0191	1.0264
PP	1.0175	1.0175	1.0175	1.0189
S1	1.0119	1.0119	1.0169	1.0147
S2	1.0058	1.0058	1.0159
S3	0.9941	1.0002	1.0148
S4	0.9824	0.9885	1.0116

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0231	1.0114	0.0117	1.1%	0.0056	0.6%	56%	False	False	229
10	1.0399	1.0114	0.0285	2.8%	0.0083	0.8%	23%	False	False	225
20	1.0454	1.0114	0.0340	3.3%	0.0070	0.7%	19%	False	False	148
40	1.0454	1.0050	0.0404	4.0%	0.0050	0.5%	32%	False	False	81
60	1.0454	1.0040	0.0414	4.1%	0.0038	0.4%	34%	False	False	54
80	1.0454	1.0040	0.0414	4.1%	0.0029	0.3%	34%	False	False	41
100	1.0454	1.0040	0.0414	4.1%	0.0023	0.2%	34%	False	False	33
120	1.0454	1.0040	0.0414	4.1%	0.0019	0.2%	34%	False	False	27

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0443
2.618	1.0357
1.618	1.0304
1.000	1.0271
0.618	1.0251
HIGH	1.0218
0.618	1.0198
0.500	1.0192
0.382	1.0185
LOW	1.0165
0.618	1.0132
1.000	1.0112
1.618	1.0079
2.618	1.0026
4.250	0.9940

Fisher Pivots for day following 26-Apr-2013
Pivot	1 day	3 day
R1	1.0192	1.0183
PP	1.0188	1.0182
S1	1.0184	1.0181

Download as Excel Spreadsheet

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

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