CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 1.0278 1.0366 0.0088 0.9% 1.0260
High 1.0375 1.0370 -0.0005 0.0% 1.0375
Low 1.0261 1.0347 0.0086 0.8% 1.0244
Close 1.0370 1.0365 -0.0005 0.0% 1.0370
Range 0.0114 0.0023 -0.0091 -79.8% 0.0131
ATR 0.0059 0.0057 -0.0003 -4.4% 0.0000
Volume 73 563 490 671.2% 451
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0430 1.0420 1.0378
R3 1.0407 1.0397 1.0371
R2 1.0384 1.0384 1.0369
R1 1.0374 1.0374 1.0367 1.0368
PP 1.0361 1.0361 1.0361 1.0357
S1 1.0351 1.0351 1.0363 1.0345
S2 1.0338 1.0338 1.0361
S3 1.0315 1.0328 1.0359
S4 1.0292 1.0305 1.0352
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0723 1.0677 1.0442
R3 1.0592 1.0546 1.0406
R2 1.0461 1.0461 1.0394
R1 1.0415 1.0415 1.0382 1.0438
PP 1.0330 1.0330 1.0330 1.0341
S1 1.0284 1.0284 1.0358 1.0307
S2 1.0199 1.0199 1.0346
S3 1.0068 1.0153 1.0334
S4 0.9937 1.0022 1.0298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0375 1.0244 0.0131 1.3% 0.0060 0.6% 92% False False 202
10 1.0375 1.0203 0.0172 1.7% 0.0056 0.5% 94% False False 174
20 1.0375 1.0203 0.0172 1.7% 0.0048 0.5% 94% False False 108
40 1.0375 1.0025 0.0350 3.4% 0.0049 0.5% 97% False False 77
60 1.0470 1.0010 0.0460 4.4% 0.0046 0.4% 77% False False 63
80 1.0470 1.0010 0.0460 4.4% 0.0035 0.3% 77% False False 48
100 1.0470 0.9934 0.0536 5.2% 0.0028 0.3% 80% False False 38
120 1.0470 0.9677 0.0793 7.7% 0.0023 0.2% 87% False False 32
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0468
2.618 1.0430
1.618 1.0407
1.000 1.0393
0.618 1.0384
HIGH 1.0370
0.618 1.0361
0.500 1.0359
0.382 1.0356
LOW 1.0347
0.618 1.0333
1.000 1.0324
1.618 1.0310
2.618 1.0287
4.250 1.0249
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 1.0363 1.0347
PP 1.0361 1.0328
S1 1.0359 1.0310

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

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