CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 1.0453 1.0452 -0.0001 0.0% 1.0321
High 1.0458 1.0462 0.0004 0.0% 1.0472
Low 1.0413 1.0416 0.0003 0.0% 1.0307
Close 1.0440 1.0442 0.0002 0.0% 1.0419
Range 0.0045 0.0046 0.0001 2.2% 0.0165
ATR 0.0061 0.0060 -0.0001 -1.8% 0.0000
Volume 77,177 71,201 -5,976 -7.7% 320,863
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0578 1.0556 1.0467
R3 1.0532 1.0510 1.0455
R2 1.0486 1.0486 1.0450
R1 1.0464 1.0464 1.0446 1.0452
PP 1.0440 1.0440 1.0440 1.0434
S1 1.0418 1.0418 1.0438 1.0406
S2 1.0394 1.0394 1.0434
S3 1.0348 1.0372 1.0429
S4 1.0302 1.0326 1.0417
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0894 1.0822 1.0510
R3 1.0729 1.0657 1.0464
R2 1.0564 1.0564 1.0449
R1 1.0492 1.0492 1.0434 1.0528
PP 1.0399 1.0399 1.0399 1.0418
S1 1.0327 1.0327 1.0404 1.0363
S2 1.0234 1.0234 1.0389
S3 1.0069 1.0162 1.0374
S4 0.9904 0.9997 1.0328
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0472 1.0325 0.0147 1.4% 0.0078 0.8% 80% False False 85,050
10 1.0472 1.0281 0.0191 1.8% 0.0062 0.6% 84% False False 63,932
20 1.0520 1.0281 0.0239 2.3% 0.0061 0.6% 67% False False 70,320
40 1.0520 1.0203 0.0317 3.0% 0.0058 0.6% 75% False False 36,418
60 1.0520 1.0100 0.0420 4.0% 0.0052 0.5% 81% False False 24,295
80 1.0520 1.0025 0.0495 4.7% 0.0053 0.5% 84% False False 18,233
100 1.0520 1.0010 0.0510 4.9% 0.0045 0.4% 85% False False 14,587
120 1.0520 1.0010 0.0510 4.9% 0.0037 0.4% 85% False False 12,156
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0658
2.618 1.0582
1.618 1.0536
1.000 1.0508
0.618 1.0490
HIGH 1.0462
0.618 1.0444
0.500 1.0439
0.382 1.0434
LOW 1.0416
0.618 1.0388
1.000 1.0370
1.618 1.0342
2.618 1.0296
4.250 1.0221
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 1.0441 1.0428
PP 1.0440 1.0415
S1 1.0439 1.0401

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

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