CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 1.0283 1.0246 -0.0037 -0.4% 1.0171
High 1.0338 1.0291 -0.0047 -0.5% 1.0470
Low 1.0283 1.0241 -0.0042 -0.4% 1.0171
Close 1.0338 1.0291 -0.0047 -0.5% 1.0396
Range 0.0055 0.0050 -0.0005 -9.1% 0.0299
ATR 0.0059 0.0062 0.0003 4.5% 0.0000
Volume 111 11 -100 -90.1% 34
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0424 1.0408 1.0319
R3 1.0374 1.0358 1.0305
R2 1.0324 1.0324 1.0300
R1 1.0308 1.0308 1.0296 1.0316
PP 1.0274 1.0274 1.0274 1.0279
S1 1.0258 1.0258 1.0286 1.0266
S2 1.0224 1.0224 1.0282
S3 1.0174 1.0208 1.0277
S4 1.0124 1.0158 1.0264
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 1.0241 0.0229 2.2% 0.0055 0.5% 22% False True 84
10 1.0470 1.0171 0.0299 2.9% 0.0037 0.4% 40% False False 44
20 1.0470 1.0010 0.0460 4.5% 0.0023 0.2% 61% False False 22
40 1.0470 1.0010 0.0460 4.5% 0.0012 0.1% 61% False False 11
60 1.0470 0.9802 0.0668 6.5% 0.0008 0.1% 73% False False 8
80 1.0470 0.9492 0.0978 9.5% 0.0006 0.1% 82% False False 6
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0504
2.618 1.0422
1.618 1.0372
1.000 1.0341
0.618 1.0322
HIGH 1.0291
0.618 1.0272
0.500 1.0266
0.382 1.0260
LOW 1.0241
0.618 1.0210
1.000 1.0191
1.618 1.0160
2.618 1.0110
4.250 1.0029
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 1.0283 1.0291
PP 1.0274 1.0290
S1 1.0266 1.0290

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

View Archives - Comment on this page... - Back to Index of Symbols