CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 0.9934 1.0022 0.0088 0.9% 0.9987
High 0.9934 1.0022 0.0088 0.9% 1.0022
Low 0.9934 1.0022 0.0088 0.9% 0.9934
Close 0.9934 1.0022 0.0088 0.9% 1.0022
Range
ATR 0.0052 0.0054 0.0003 5.0% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0022 1.0022 1.0022
R3 1.0022 1.0022 1.0022
R2 1.0022 1.0022 1.0022
R1 1.0022 1.0022 1.0022 1.0022
PP 1.0022 1.0022 1.0022 1.0022
S1 1.0022 1.0022 1.0022 1.0022
S2 1.0022 1.0022 1.0022
S3 1.0022 1.0022 1.0022
S4 1.0022 1.0022 1.0022
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0257 1.0227 1.0070
R3 1.0169 1.0139 1.0046
R2 1.0081 1.0081 1.0038
R1 1.0051 1.0051 1.0030 1.0066
PP 0.9993 0.9993 0.9993 1.0000
S1 0.9963 0.9963 1.0014 0.9978
S2 0.9905 0.9905 1.0006
S3 0.9817 0.9875 0.9998
S4 0.9729 0.9787 0.9974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0022 0.9934 0.0088 0.9% 0.0000 0.0% 100% True False 2
10 1.0076 0.9934 0.0142 1.4% 0.0000 0.0% 62% False False 2
20 1.0076 0.9780 0.0296 3.0% 0.0000 0.0% 82% False False 2
40 1.0076 0.9492 0.0584 5.8% 0.0000 0.0% 91% 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 1.0022
2.618 1.0022
1.618 1.0022
1.000 1.0022
0.618 1.0022
HIGH 1.0022
0.618 1.0022
0.500 1.0022
0.382 1.0022
LOW 1.0022
0.618 1.0022
1.000 1.0022
1.618 1.0022
2.618 1.0022
4.250 1.0022
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 1.0022 1.0007
PP 1.0022 0.9993
S1 1.0022 0.9978

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

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