CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 1.0413 1.0346 -0.0067 -0.6% 1.0491
High 1.0420 1.0353 -0.0067 -0.6% 1.0520
Low 1.0330 1.0289 -0.0041 -0.4% 1.0330
Close 1.0339 1.0301 -0.0038 -0.4% 1.0339
Range 0.0090 0.0064 -0.0026 -28.9% 0.0190
ATR 0.0057 0.0058 0.0000 0.8% 0.0000
Volume 95,508 32,045 -63,463 -66.4% 399,534
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0506 1.0468 1.0336
R3 1.0442 1.0404 1.0319
R2 1.0378 1.0378 1.0313
R1 1.0340 1.0340 1.0307 1.0327
PP 1.0314 1.0314 1.0314 1.0308
S1 1.0276 1.0276 1.0295 1.0263
S2 1.0250 1.0250 1.0289
S3 1.0186 1.0212 1.0283
S4 1.0122 1.0148 1.0266
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0966 1.0843 1.0444
R3 1.0776 1.0653 1.0391
R2 1.0586 1.0586 1.0374
R1 1.0463 1.0463 1.0356 1.0430
PP 1.0396 1.0396 1.0396 1.0380
S1 1.0273 1.0273 1.0322 1.0240
S2 1.0206 1.0206 1.0304
S3 1.0016 1.0083 1.0287
S4 0.9826 0.9893 1.0235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0487 1.0289 0.0198 1.9% 0.0058 0.6% 6% False True 72,957
10 1.0520 1.0289 0.0231 2.2% 0.0062 0.6% 5% False True 77,450
20 1.0520 1.0289 0.0231 2.2% 0.0057 0.6% 5% False True 42,381
40 1.0520 1.0203 0.0317 3.1% 0.0053 0.5% 31% False False 21,245
60 1.0520 1.0025 0.0495 4.8% 0.0052 0.5% 56% False False 14,178
80 1.0520 1.0010 0.0510 5.0% 0.0049 0.5% 57% False False 10,643
100 1.0520 1.0010 0.0510 5.0% 0.0039 0.4% 57% False False 8,514
120 1.0520 0.9934 0.0586 5.7% 0.0033 0.3% 63% False False 7,095
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0625
2.618 1.0521
1.618 1.0457
1.000 1.0417
0.618 1.0393
HIGH 1.0353
0.618 1.0329
0.500 1.0321
0.382 1.0313
LOW 1.0289
0.618 1.0249
1.000 1.0225
1.618 1.0185
2.618 1.0121
4.250 1.0017
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 1.0321 1.0361
PP 1.0314 1.0341
S1 1.0308 1.0321

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

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