CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 1.0260 1.0310 0.0050 0.5% 1.0289
High 1.0318 1.0322 0.0004 0.0% 1.0348
Low 1.0260 1.0263 0.0003 0.0% 1.0203
Close 1.0312 1.0275 -0.0037 -0.4% 1.0235
Range 0.0058 0.0059 0.0001 1.7% 0.0145
ATR 0.0055 0.0056 0.0000 0.5% 0.0000
Volume 149 85 -64 -43.0% 726
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0464 1.0428 1.0307
R3 1.0405 1.0369 1.0291
R2 1.0346 1.0346 1.0286
R1 1.0310 1.0310 1.0280 1.0299
PP 1.0287 1.0287 1.0287 1.0281
S1 1.0251 1.0251 1.0270 1.0240
S2 1.0228 1.0228 1.0264
S3 1.0169 1.0192 1.0259
S4 1.0110 1.0133 1.0243
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0697 1.0611 1.0315
R3 1.0552 1.0466 1.0275
R2 1.0407 1.0407 1.0262
R1 1.0321 1.0321 1.0248 1.0292
PP 1.0262 1.0262 1.0262 1.0247
S1 1.0176 1.0176 1.0222 1.0147
S2 1.0117 1.0117 1.0208
S3 0.9972 1.0031 1.0195
S4 0.9827 0.9886 1.0155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0348 1.0203 0.0145 1.4% 0.0059 0.6% 50% False False 143
10 1.0360 1.0203 0.0157 1.5% 0.0055 0.5% 46% False False 118
20 1.0360 1.0144 0.0216 2.1% 0.0047 0.5% 61% False False 82
40 1.0360 1.0025 0.0335 3.3% 0.0050 0.5% 75% False False 63
60 1.0470 1.0010 0.0460 4.5% 0.0043 0.4% 58% False False 50
80 1.0470 1.0010 0.0460 4.5% 0.0032 0.3% 58% False False 38
100 1.0470 0.9934 0.0536 5.2% 0.0026 0.3% 64% False False 30
120 1.0470 0.9536 0.0934 9.1% 0.0022 0.2% 79% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0573
2.618 1.0476
1.618 1.0417
1.000 1.0381
0.618 1.0358
HIGH 1.0322
0.618 1.0299
0.500 1.0293
0.382 1.0286
LOW 1.0263
0.618 1.0227
1.000 1.0204
1.618 1.0168
2.618 1.0109
4.250 1.0012
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 1.0293 1.0271
PP 1.0287 1.0267
S1 1.0281 1.0263

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

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