CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 1.0330 1.0237 -0.0093 -0.9% 1.0284
High 1.0347 1.0247 -0.0100 -1.0% 1.0353
Low 1.0217 1.0204 -0.0013 -0.1% 1.0200
Close 1.0225 1.0216 -0.0009 -0.1% 1.0270
Range 0.0130 0.0043 -0.0087 -66.9% 0.0153
ATR 0.0078 0.0075 -0.0002 -3.2% 0.0000
Volume 128,820 119,316 -9,504 -7.4% 367,013
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0351 1.0327 1.0240
R3 1.0308 1.0284 1.0228
R2 1.0265 1.0265 1.0224
R1 1.0241 1.0241 1.0220 1.0232
PP 1.0222 1.0222 1.0222 1.0218
S1 1.0198 1.0198 1.0212 1.0189
S2 1.0179 1.0179 1.0208
S3 1.0136 1.0155 1.0204
S4 1.0093 1.0112 1.0192
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0733 1.0655 1.0354
R3 1.0580 1.0502 1.0312
R2 1.0427 1.0427 1.0298
R1 1.0349 1.0349 1.0284 1.0312
PP 1.0274 1.0274 1.0274 1.0256
S1 1.0196 1.0196 1.0256 1.0159
S2 1.0121 1.0121 1.0242
S3 0.9968 1.0043 1.0228
S4 0.9815 0.9890 1.0186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0353 1.0204 0.0149 1.5% 0.0079 0.8% 8% False True 101,288
10 1.0353 1.0200 0.0153 1.5% 0.0079 0.8% 10% False False 92,717
20 1.0509 1.0200 0.0309 3.0% 0.0078 0.8% 5% False False 94,089
40 1.0547 1.0200 0.0347 3.4% 0.0070 0.7% 5% False False 85,101
60 1.0547 1.0200 0.0347 3.4% 0.0065 0.6% 5% False False 70,336
80 1.0547 1.0200 0.0347 3.4% 0.0061 0.6% 5% False False 52,772
100 1.0547 1.0025 0.0522 5.1% 0.0059 0.6% 37% False False 42,227
120 1.0547 1.0010 0.0537 5.3% 0.0055 0.5% 38% False False 35,195
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0430
2.618 1.0360
1.618 1.0317
1.000 1.0290
0.618 1.0274
HIGH 1.0247
0.618 1.0231
0.500 1.0226
0.382 1.0220
LOW 1.0204
0.618 1.0177
1.000 1.0161
1.618 1.0134
2.618 1.0091
4.250 1.0021
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 1.0226 1.0276
PP 1.0222 1.0256
S1 1.0219 1.0236

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

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