CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 1.0285 1.0320 0.0035 0.3% 1.0315
High 1.0285 1.0320 0.0035 0.3% 1.0322
Low 1.0285 1.0320 0.0035 0.3% 1.0228
Close 1.0285 1.0320 0.0035 0.3% 1.0228
Range
ATR 0.0039 0.0039 0.0000 -0.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0320 1.0320 1.0320
R3 1.0320 1.0320 1.0320
R2 1.0320 1.0320 1.0320
R1 1.0320 1.0320 1.0320 1.0320
PP 1.0320 1.0320 1.0320 1.0320
S1 1.0320 1.0320 1.0320 1.0320
S2 1.0320 1.0320 1.0320
S3 1.0320 1.0320 1.0320
S4 1.0320 1.0320 1.0320
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0541 1.0479 1.0280
R3 1.0447 1.0385 1.0254
R2 1.0353 1.0353 1.0245
R1 1.0291 1.0291 1.0237 1.0275
PP 1.0259 1.0259 1.0259 1.0252
S1 1.0197 1.0197 1.0219 1.0181
S2 1.0165 1.0165 1.0211
S3 1.0071 1.0103 1.0202
S4 0.9977 1.0009 1.0176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0322 1.0228 0.0094 0.9% 0.0000 0.0% 98% False False 1
10 1.0375 1.0228 0.0147 1.4% 0.0000 0.0% 63% False False 1
20 1.0375 1.0197 0.0178 1.7% 0.0000 0.0% 69% False False 1
40 1.0375 0.9802 0.0573 5.6% 0.0000 0.0% 90% False False 1
60 1.0375 0.9492 0.0883 8.6% 0.0000 0.0% 94% 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 1.0320
2.618 1.0320
1.618 1.0320
1.000 1.0320
0.618 1.0320
HIGH 1.0320
0.618 1.0320
0.500 1.0320
0.382 1.0320
LOW 1.0320
0.618 1.0320
1.000 1.0320
1.618 1.0320
2.618 1.0320
4.250 1.0320
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 1.0320 1.0310
PP 1.0320 1.0300
S1 1.0320 1.0290

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

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