CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 1.0259 1.0266 0.0007 0.1% 1.0197
High 1.0259 1.0275 0.0016 0.2% 1.0274
Low 1.0259 1.0249 -0.0010 -0.1% 1.0134
Close 1.0259 1.0268 0.0009 0.1% 1.0251
Range 0.0000 0.0026 0.0026 0.0140
ATR 0.0052 0.0051 -0.0002 -3.6% 0.0000
Volume 18 1 -17 -94.4% 321
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0342 1.0331 1.0282
R3 1.0316 1.0305 1.0275
R2 1.0290 1.0290 1.0273
R1 1.0279 1.0279 1.0270 1.0285
PP 1.0264 1.0264 1.0264 1.0267
S1 1.0253 1.0253 1.0266 1.0259
S2 1.0238 1.0238 1.0263
S3 1.0212 1.0227 1.0261
S4 1.0186 1.0201 1.0254
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0640 1.0585 1.0328
R3 1.0500 1.0445 1.0290
R2 1.0360 1.0360 1.0277
R1 1.0305 1.0305 1.0264 1.0333
PP 1.0220 1.0220 1.0220 1.0233
S1 1.0165 1.0165 1.0238 1.0193
S2 1.0080 1.0080 1.0225
S3 0.9940 1.0025 1.0213
S4 0.9800 0.9885 1.0174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0275 1.0224 0.0051 0.5% 0.0023 0.2% 86% True False 22
10 1.0282 1.0134 0.0148 1.4% 0.0034 0.3% 91% False False 60
20 1.0282 1.0025 0.0257 2.5% 0.0044 0.4% 95% False False 42
40 1.0470 1.0025 0.0445 4.3% 0.0044 0.4% 55% False False 42
60 1.0470 1.0010 0.0460 4.5% 0.0031 0.3% 56% False False 28
80 1.0470 0.9934 0.0536 5.2% 0.0023 0.2% 62% False False 21
100 1.0470 0.9727 0.0743 7.2% 0.0019 0.2% 73% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0386
2.618 1.0343
1.618 1.0317
1.000 1.0301
0.618 1.0291
HIGH 1.0275
0.618 1.0265
0.500 1.0262
0.382 1.0259
LOW 1.0249
0.618 1.0233
1.000 1.0223
1.618 1.0207
2.618 1.0181
4.250 1.0139
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 1.0266 1.0262
PP 1.0264 1.0256
S1 1.0262 1.0250

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

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