CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 23-Jan-2013
Day Change Summary
Previous Current
22-Jan-2013 23-Jan-2013 Change Change % Previous Week
Open 1.0459 1.0519 0.0060 0.6% 1.0484
High 1.0535 1.0524 -0.0011 -0.1% 1.0532
Low 1.0449 1.0484 0.0035 0.3% 1.0440
Close 1.0523 1.0507 -0.0016 -0.2% 1.0465
Range 0.0086 0.0040 -0.0046 -53.5% 0.0092
ATR 0.0064 0.0062 -0.0002 -2.7% 0.0000
Volume 124,739 63,469 -61,270 -49.1% 400,476
Daily Pivots for day following 23-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0625 1.0606 1.0529
R3 1.0585 1.0566 1.0518
R2 1.0545 1.0545 1.0514
R1 1.0526 1.0526 1.0511 1.0516
PP 1.0505 1.0505 1.0505 1.0500
S1 1.0486 1.0486 1.0503 1.0476
S2 1.0465 1.0465 1.0500
S3 1.0425 1.0446 1.0496
S4 1.0385 1.0406 1.0485
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0755 1.0702 1.0516
R3 1.0663 1.0610 1.0490
R2 1.0571 1.0571 1.0482
R1 1.0518 1.0518 1.0473 1.0499
PP 1.0479 1.0479 1.0479 1.0469
S1 1.0426 1.0426 1.0457 1.0407
S2 1.0387 1.0387 1.0448
S3 1.0295 1.0334 1.0440
S4 1.0203 1.0242 1.0414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0535 1.0440 0.0095 0.9% 0.0064 0.6% 71% False False 89,421
10 1.0547 1.0433 0.0114 1.1% 0.0064 0.6% 65% False False 88,292
20 1.0547 1.0281 0.0266 2.5% 0.0063 0.6% 85% False False 76,112
40 1.0547 1.0281 0.0266 2.5% 0.0059 0.6% 85% False False 58,460
60 1.0547 1.0203 0.0344 3.3% 0.0055 0.5% 88% False False 39,000
80 1.0547 1.0025 0.0522 5.0% 0.0055 0.5% 92% False False 29,262
100 1.0547 1.0010 0.0537 5.1% 0.0051 0.5% 93% False False 23,416
120 1.0547 1.0010 0.0537 5.1% 0.0043 0.4% 93% False False 19,514
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 0.0011
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.0694
2.618 1.0629
1.618 1.0589
1.000 1.0564
0.618 1.0549
HIGH 1.0524
0.618 1.0509
0.500 1.0504
0.382 1.0499
LOW 1.0484
0.618 1.0459
1.000 1.0444
1.618 1.0419
2.618 1.0379
4.250 1.0314
Fisher Pivots for day following 23-Jan-2013
Pivot 1 day 3 day
R1 1.0506 1.0501
PP 1.0505 1.0494
S1 1.0504 1.0488

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

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