CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 07-Feb-2013
Day Change Summary
Previous Current
06-Feb-2013 07-Feb-2013 Change Change % Previous Week
Open 1.0356 1.0283 -0.0073 -0.7% 1.0379
High 1.0369 1.0309 -0.0060 -0.6% 1.0441
Low 1.0265 1.0244 -0.0021 -0.2% 1.0327
Close 1.0285 1.0252 -0.0033 -0.3% 1.0377
Range 0.0104 0.0065 -0.0039 -37.5% 0.0114
ATR 0.0071 0.0070 0.0000 -0.6% 0.0000
Volume 122,140 112,642 -9,498 -7.8% 446,167
Daily Pivots for day following 07-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0463 1.0423 1.0288
R3 1.0398 1.0358 1.0270
R2 1.0333 1.0333 1.0264
R1 1.0293 1.0293 1.0258 1.0281
PP 1.0268 1.0268 1.0268 1.0262
S1 1.0228 1.0228 1.0246 1.0216
S2 1.0203 1.0203 1.0240
S3 1.0138 1.0163 1.0234
S4 1.0073 1.0098 1.0216
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0724 1.0664 1.0440
R3 1.0610 1.0550 1.0408
R2 1.0496 1.0496 1.0398
R1 1.0436 1.0436 1.0387 1.0409
PP 1.0382 1.0382 1.0382 1.0368
S1 1.0322 1.0322 1.0367 1.0295
S2 1.0268 1.0268 1.0356
S3 1.0154 1.0208 1.0346
S4 1.0040 1.0094 1.0314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0435 1.0244 0.0191 1.9% 0.0077 0.8% 4% False True 104,173
10 1.0441 1.0244 0.0197 1.9% 0.0072 0.7% 4% False True 95,472
20 1.0547 1.0244 0.0303 3.0% 0.0071 0.7% 3% False True 93,286
40 1.0547 1.0244 0.0303 3.0% 0.0066 0.6% 3% False True 83,299
60 1.0547 1.0203 0.0344 3.4% 0.0062 0.6% 14% False False 56,780
80 1.0547 1.0100 0.0447 4.4% 0.0057 0.6% 34% False False 42,598
100 1.0547 1.0025 0.0522 5.1% 0.0057 0.6% 43% False False 34,088
120 1.0547 1.0010 0.0537 5.2% 0.0049 0.5% 45% False False 28,407
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0585
2.618 1.0479
1.618 1.0414
1.000 1.0374
0.618 1.0349
HIGH 1.0309
0.618 1.0284
0.500 1.0277
0.382 1.0269
LOW 1.0244
0.618 1.0204
1.000 1.0179
1.618 1.0139
2.618 1.0074
4.250 0.9968
Fisher Pivots for day following 07-Feb-2013
Pivot 1 day 3 day
R1 1.0277 1.0340
PP 1.0268 1.0310
S1 1.0260 1.0281

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

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