CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 1.0270 1.0281 0.0011 0.1% 1.0345
High 1.0280 1.0285 0.0005 0.0% 1.0354
Low 1.0270 1.0234 -0.0036 -0.4% 1.0241
Close 1.0280 1.0254 -0.0026 -0.3% 1.0301
Range 0.0010 0.0051 0.0041 410.0% 0.0113
ATR 0.0060 0.0060 -0.0001 -1.1% 0.0000
Volume 58 7 -51 -87.9% 412
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0411 1.0383 1.0282
R3 1.0360 1.0332 1.0268
R2 1.0309 1.0309 1.0263
R1 1.0281 1.0281 1.0259 1.0270
PP 1.0258 1.0258 1.0258 1.0252
S1 1.0230 1.0230 1.0249 1.0219
S2 1.0207 1.0207 1.0245
S3 1.0156 1.0179 1.0240
S4 1.0105 1.0128 1.0226
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0638 1.0582 1.0363
R3 1.0525 1.0469 1.0332
R2 1.0412 1.0412 1.0322
R1 1.0356 1.0356 1.0311 1.0328
PP 1.0299 1.0299 1.0299 1.0284
S1 1.0243 1.0243 1.0291 1.0215
S2 1.0186 1.0186 1.0280
S3 1.0073 1.0130 1.0270
S4 0.9960 1.0017 1.0239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0354 1.0234 0.0120 1.2% 0.0047 0.5% 17% False True 38
10 1.0470 1.0234 0.0236 2.3% 0.0050 0.5% 8% False True 50
20 1.0470 1.0010 0.0460 4.5% 0.0030 0.3% 53% False False 26
40 1.0470 1.0010 0.0460 4.5% 0.0015 0.1% 53% False False 13
60 1.0470 0.9934 0.0536 5.2% 0.0010 0.1% 60% False False 9
80 1.0470 0.9536 0.0934 9.1% 0.0008 0.1% 77% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0502
2.618 1.0419
1.618 1.0368
1.000 1.0336
0.618 1.0317
HIGH 1.0285
0.618 1.0266
0.500 1.0260
0.382 1.0253
LOW 1.0234
0.618 1.0202
1.000 1.0183
1.618 1.0151
2.618 1.0100
4.250 1.0017
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 1.0260 1.0294
PP 1.0258 1.0281
S1 1.0256 1.0267

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

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