CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 1.0182 1.0125 -0.0057 -0.6% 1.0260
High 1.0182 1.0125 -0.0057 -0.6% 1.0320
Low 1.0182 1.0125 -0.0057 -0.6% 1.0224
Close 1.0182 1.0125 -0.0057 -0.6% 1.0224
Range
ATR 0.0035 0.0037 0.0002 4.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0125 1.0125 1.0125
R3 1.0125 1.0125 1.0125
R2 1.0125 1.0125 1.0125
R1 1.0125 1.0125 1.0125 1.0125
PP 1.0125 1.0125 1.0125 1.0125
S1 1.0125 1.0125 1.0125 1.0125
S2 1.0125 1.0125 1.0125
S3 1.0125 1.0125 1.0125
S4 1.0125 1.0125 1.0125
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0544 1.0480 1.0277
R3 1.0448 1.0384 1.0250
R2 1.0352 1.0352 1.0242
R1 1.0288 1.0288 1.0233 1.0272
PP 1.0256 1.0256 1.0256 1.0248
S1 1.0192 1.0192 1.0215 1.0176
S2 1.0160 1.0160 1.0206
S3 1.0064 1.0096 1.0198
S4 0.9968 1.0000 1.0171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0224 1.0125 0.0099 1.0% 0.0002 0.0% 0% False True 1
10 1.0320 1.0125 0.0195 1.9% 0.0001 0.0% 0% False True 1
20 1.0375 1.0125 0.0250 2.5% 0.0000 0.0% 0% False True 1
40 1.0375 0.9934 0.0441 4.4% 0.0000 0.0% 43% False False 1
60 1.0375 0.9677 0.0698 6.9% 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 1.0125
2.618 1.0125
1.618 1.0125
1.000 1.0125
0.618 1.0125
HIGH 1.0125
0.618 1.0125
0.500 1.0125
0.382 1.0125
LOW 1.0125
0.618 1.0125
1.000 1.0125
1.618 1.0125
2.618 1.0125
4.250 1.0125
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 1.0125 1.0159
PP 1.0125 1.0148
S1 1.0125 1.0136

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

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