CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 1.0182 1.0123 -0.0059 -0.6% 1.0270
High 1.0182 1.0123 -0.0059 -0.6% 1.0318
Low 1.0116 1.0066 -0.0050 -0.5% 1.0190
Close 1.0116 1.0068 -0.0048 -0.5% 1.0229
Range 0.0066 0.0057 -0.0009 -13.6% 0.0128
ATR 0.0067 0.0067 -0.0001 -1.1% 0.0000
Volume 41 60 19 46.3% 276
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0257 1.0219 1.0099
R3 1.0200 1.0162 1.0084
R2 1.0143 1.0143 1.0078
R1 1.0105 1.0105 1.0073 1.0096
PP 1.0086 1.0086 1.0086 1.0081
S1 1.0048 1.0048 1.0063 1.0039
S2 1.0029 1.0029 1.0058
S3 0.9972 0.9991 1.0052
S4 0.9915 0.9934 1.0037
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0630 1.0557 1.0299
R3 1.0502 1.0429 1.0264
R2 1.0374 1.0374 1.0252
R1 1.0301 1.0301 1.0241 1.0274
PP 1.0246 1.0246 1.0246 1.0232
S1 1.0173 1.0173 1.0217 1.0146
S2 1.0118 1.0118 1.0206
S3 0.9990 1.0045 1.0194
S4 0.9862 0.9917 1.0159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0318 1.0066 0.0252 2.5% 0.0067 0.7% 1% False True 42
10 1.0354 1.0066 0.0288 2.9% 0.0055 0.5% 1% False True 42
20 1.0470 1.0066 0.0404 4.0% 0.0044 0.4% 0% False True 43
40 1.0470 1.0010 0.0460 4.6% 0.0024 0.2% 13% False False 22
60 1.0470 0.9934 0.0536 5.3% 0.0016 0.2% 25% False False 15
80 1.0470 0.9727 0.0743 7.4% 0.0012 0.1% 46% False False 11
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0365
2.618 1.0272
1.618 1.0215
1.000 1.0180
0.618 1.0158
HIGH 1.0123
0.618 1.0101
0.500 1.0095
0.382 1.0088
LOW 1.0066
0.618 1.0031
1.000 1.0009
1.618 0.9974
2.618 0.9917
4.250 0.9824
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 1.0095 1.0161
PP 1.0086 1.0130
S1 1.0077 1.0099

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

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