CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 0.9862 0.9802 -0.0060 -0.6% 0.9908
High 0.9862 0.9802 -0.0060 -0.6% 0.9973
Low 0.9862 0.9802 -0.0060 -0.6% 0.9834
Close 0.9862 0.9802 -0.0060 -0.6% 0.9862
Range
ATR 0.0051 0.0052 0.0001 1.2% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9802 0.9802 0.9802
R3 0.9802 0.9802 0.9802
R2 0.9802 0.9802 0.9802
R1 0.9802 0.9802 0.9802 0.9802
PP 0.9802 0.9802 0.9802 0.9802
S1 0.9802 0.9802 0.9802 0.9802
S2 0.9802 0.9802 0.9802
S3 0.9802 0.9802 0.9802
S4 0.9802 0.9802 0.9802
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0307 1.0223 0.9938
R3 1.0168 1.0084 0.9900
R2 1.0029 1.0029 0.9887
R1 0.9945 0.9945 0.9875 0.9918
PP 0.9890 0.9890 0.9890 0.9876
S1 0.9806 0.9806 0.9849 0.9779
S2 0.9751 0.9751 0.9837
S3 0.9612 0.9667 0.9824
S4 0.9473 0.9528 0.9786
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9865 0.9780 0.0085 0.9% 0.0000 0.0% 26% False False 2
10 0.9973 0.9780 0.0193 2.0% 0.0000 0.0% 11% False False 2
20 0.9973 0.9492 0.0481 4.9% 0.0000 0.0% 64% False False 1
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9802
2.618 0.9802
1.618 0.9802
1.000 0.9802
0.618 0.9802
HIGH 0.9802
0.618 0.9802
0.500 0.9802
0.382 0.9802
LOW 0.9802
0.618 0.9802
1.000 0.9802
1.618 0.9802
2.618 0.9802
4.250 0.9802
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 0.9802 0.9834
PP 0.9802 0.9823
S1 0.9802 0.9813

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

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