CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 1.0397 1.0345 -0.0052 -0.5% 1.0171
High 1.0470 1.0345 -0.0125 -1.2% 1.0470
Low 1.0396 1.0295 -0.0101 -1.0% 1.0171
Close 1.0396 1.0295 -0.0101 -1.0% 1.0396
Range 0.0074 0.0050 -0.0024 -32.4% 0.0299
ATR 0.0057 0.0060 0.0003 5.4% 0.0000
Volume 16 200 184 1,150.0% 34
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0462 1.0428 1.0323
R3 1.0412 1.0378 1.0309
R2 1.0362 1.0362 1.0304
R1 1.0328 1.0328 1.0300 1.0320
PP 1.0312 1.0312 1.0312 1.0308
S1 1.0278 1.0278 1.0290 1.0270
S2 1.0262 1.0262 1.0286
S3 1.0212 1.0228 1.0281
S4 1.0162 1.0178 1.0268
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.1243 1.1118 1.0560
R3 1.0944 1.0819 1.0478
R2 1.0645 1.0645 1.0451
R1 1.0520 1.0520 1.0423 1.0583
PP 1.0346 1.0346 1.0346 1.0377
S1 1.0221 1.0221 1.0369 1.0284
S2 1.0047 1.0047 1.0341
S3 0.9748 0.9922 1.0314
S4 0.9449 0.9623 1.0232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0470 1.0266 0.0204 2.0% 0.0044 0.4% 14% False False 46
10 1.0470 1.0010 0.0460 4.5% 0.0030 0.3% 62% False False 24
20 1.0470 1.0010 0.0460 4.5% 0.0016 0.2% 62% False False 12
40 1.0470 1.0010 0.0460 4.5% 0.0008 0.1% 62% False False 6
60 1.0470 0.9780 0.0690 6.7% 0.0005 0.1% 75% False False 5
80 1.0470 0.9492 0.0978 9.5% 0.0004 0.0% 82% False False 4
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0558
2.618 1.0476
1.618 1.0426
1.000 1.0395
0.618 1.0376
HIGH 1.0345
0.618 1.0326
0.500 1.0320
0.382 1.0314
LOW 1.0295
0.618 1.0264
1.000 1.0245
1.618 1.0214
2.618 1.0164
4.250 1.0083
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 1.0320 1.0378
PP 1.0312 1.0350
S1 1.0303 1.0323

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

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