CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 1.0327 1.0256 -0.0071 -0.7% 1.0248
High 1.0348 1.0271 -0.0077 -0.7% 1.0360
Low 1.0270 1.0212 -0.0058 -0.6% 1.0245
Close 1.0281 1.0231 -0.0050 -0.5% 1.0287
Range 0.0078 0.0059 -0.0019 -24.4% 0.0115
ATR 0.0053 0.0054 0.0001 2.2% 0.0000
Volume 27 201 174 644.4% 295
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0415 1.0382 1.0263
R3 1.0356 1.0323 1.0247
R2 1.0297 1.0297 1.0242
R1 1.0264 1.0264 1.0236 1.0251
PP 1.0238 1.0238 1.0238 1.0232
S1 1.0205 1.0205 1.0226 1.0192
S2 1.0179 1.0179 1.0220
S3 1.0120 1.0146 1.0215
S4 1.0061 1.0087 1.0199
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0642 1.0580 1.0350
R3 1.0527 1.0465 1.0319
R2 1.0412 1.0412 1.0308
R1 1.0350 1.0350 1.0298 1.0381
PP 1.0297 1.0297 1.0297 1.0313
S1 1.0235 1.0235 1.0276 1.0266
S2 1.0182 1.0182 1.0266
S3 1.0067 1.0120 1.0255
S4 0.9952 1.0005 1.0224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0348 1.0212 0.0136 1.3% 0.0055 0.5% 14% False True 109
10 1.0360 1.0212 0.0148 1.4% 0.0052 0.5% 13% False True 82
20 1.0360 1.0134 0.0226 2.2% 0.0044 0.4% 43% False False 70
40 1.0360 1.0025 0.0335 3.3% 0.0049 0.5% 61% False False 52
60 1.0470 1.0010 0.0460 4.5% 0.0040 0.4% 48% False False 42
80 1.0470 1.0010 0.0460 4.5% 0.0030 0.3% 48% False False 32
100 1.0470 0.9802 0.0668 6.5% 0.0024 0.2% 64% False False 26
120 1.0470 0.9492 0.0978 9.6% 0.0020 0.2% 76% False False 22
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0522
2.618 1.0425
1.618 1.0366
1.000 1.0330
0.618 1.0307
HIGH 1.0271
0.618 1.0248
0.500 1.0242
0.382 1.0235
LOW 1.0212
0.618 1.0176
1.000 1.0153
1.618 1.0117
2.618 1.0058
4.250 0.9961
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 1.0242 1.0280
PP 1.0238 1.0264
S1 1.0235 1.0247

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

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