CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 1.0213 1.0230 0.0017 0.2% 1.0345
High 1.0223 1.0313 0.0090 0.9% 1.0354
Low 1.0190 1.0230 0.0040 0.4% 1.0241
Close 1.0210 1.0302 0.0092 0.9% 1.0301
Range 0.0033 0.0083 0.0050 151.5% 0.0113
ATR 0.0060 0.0063 0.0003 5.1% 0.0000
Volume 132 31 -101 -76.5% 412
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0531 1.0499 1.0348
R3 1.0448 1.0416 1.0325
R2 1.0365 1.0365 1.0317
R1 1.0333 1.0333 1.0310 1.0349
PP 1.0282 1.0282 1.0282 1.0290
S1 1.0250 1.0250 1.0294 1.0266
S2 1.0199 1.0199 1.0287
S3 1.0116 1.0167 1.0279
S4 1.0033 1.0084 1.0256
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 1.0190 0.0164 1.6% 0.0049 0.5% 68% False False 46
10 1.0470 1.0190 0.0280 2.7% 0.0052 0.5% 40% False False 65
20 1.0470 1.0010 0.0460 4.5% 0.0035 0.3% 63% False False 34
40 1.0470 1.0010 0.0460 4.5% 0.0018 0.2% 63% False False 17
60 1.0470 0.9934 0.0536 5.2% 0.0012 0.1% 69% False False 12
80 1.0470 0.9677 0.0793 7.7% 0.0009 0.1% 79% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0666
2.618 1.0530
1.618 1.0447
1.000 1.0396
0.618 1.0364
HIGH 1.0313
0.618 1.0281
0.500 1.0272
0.382 1.0262
LOW 1.0230
0.618 1.0179
1.000 1.0147
1.618 1.0096
2.618 1.0013
4.250 0.9877
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 1.0292 1.0285
PP 1.0282 1.0268
S1 1.0272 1.0252

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

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