CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 1.0540 1.0484 -0.0056 -0.5% 1.0453
High 1.0545 1.0528 -0.0017 -0.2% 1.0547
Low 1.0479 1.0471 -0.0008 -0.1% 1.0413
Close 1.0486 1.0516 0.0030 0.3% 1.0486
Range 0.0066 0.0057 -0.0009 -13.6% 0.0134
ATR 0.0063 0.0062 0.0000 -0.7% 0.0000
Volume 86,997 66,792 -20,205 -23.2% 442,622
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0676 1.0653 1.0547
R3 1.0619 1.0596 1.0532
R2 1.0562 1.0562 1.0526
R1 1.0539 1.0539 1.0521 1.0551
PP 1.0505 1.0505 1.0505 1.0511
S1 1.0482 1.0482 1.0511 1.0494
S2 1.0448 1.0448 1.0506
S3 1.0391 1.0425 1.0500
S4 1.0334 1.0368 1.0485
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0884 1.0819 1.0560
R3 1.0750 1.0685 1.0523
R2 1.0616 1.0616 1.0511
R1 1.0551 1.0551 1.0498 1.0584
PP 1.0482 1.0482 1.0482 1.0498
S1 1.0417 1.0417 1.0474 1.0450
S2 1.0348 1.0348 1.0461
S3 1.0214 1.0283 1.0449
S4 1.0080 1.0149 1.0412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0547 1.0416 0.0131 1.2% 0.0064 0.6% 76% False False 86,447
10 1.0547 1.0307 0.0240 2.3% 0.0071 0.7% 87% False False 83,027
20 1.0547 1.0281 0.0266 2.5% 0.0063 0.6% 88% False False 76,676
40 1.0547 1.0203 0.0344 3.3% 0.0059 0.6% 91% False False 45,435
60 1.0547 1.0134 0.0413 3.9% 0.0054 0.5% 92% False False 30,311
80 1.0547 1.0025 0.0522 5.0% 0.0054 0.5% 94% False False 22,741
100 1.0547 1.0010 0.0537 5.1% 0.0047 0.5% 94% False False 18,197
120 1.0547 1.0010 0.0537 5.1% 0.0039 0.4% 94% False False 15,165
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0770
2.618 1.0677
1.618 1.0620
1.000 1.0585
0.618 1.0563
HIGH 1.0528
0.618 1.0506
0.500 1.0500
0.382 1.0493
LOW 1.0471
0.618 1.0436
1.000 1.0414
1.618 1.0379
2.618 1.0322
4.250 1.0229
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 1.0511 1.0509
PP 1.0505 1.0502
S1 1.0500 1.0495

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

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