CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 25-Feb-2013
Day Change Summary
Previous Current
22-Feb-2013 25-Feb-2013 Change Change % Previous Week
Open 1.0273 1.0279 0.0006 0.1% 1.0265
High 1.0324 1.0312 -0.0012 -0.1% 1.0348
Low 1.0253 1.0235 -0.0018 -0.2% 1.0204
Close 1.0305 1.0267 -0.0038 -0.4% 1.0305
Range 0.0071 0.0077 0.0006 8.5% 0.0144
ATR 0.0078 0.0078 0.0000 -0.1% 0.0000
Volume 107,794 121,272 13,478 12.5% 467,859
Daily Pivots for day following 25-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0502 1.0462 1.0309
R3 1.0425 1.0385 1.0288
R2 1.0348 1.0348 1.0281
R1 1.0308 1.0308 1.0274 1.0290
PP 1.0271 1.0271 1.0271 1.0262
S1 1.0231 1.0231 1.0260 1.0213
S2 1.0194 1.0194 1.0253
S3 1.0117 1.0154 1.0246
S4 1.0040 1.0077 1.0225
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0718 1.0655 1.0384
R3 1.0574 1.0511 1.0345
R2 1.0430 1.0430 1.0331
R1 1.0367 1.0367 1.0318 1.0399
PP 1.0286 1.0286 1.0286 1.0301
S1 1.0223 1.0223 1.0292 1.0255
S2 1.0142 1.0142 1.0279
S3 0.9998 1.0079 1.0265
S4 0.9854 0.9935 1.0226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0348 1.0204 0.0144 1.4% 0.0083 0.8% 44% False False 117,826
10 1.0353 1.0200 0.0153 1.5% 0.0078 0.8% 44% False False 95,614
20 1.0441 1.0200 0.0241 2.3% 0.0076 0.7% 28% False False 94,911
40 1.0547 1.0200 0.0347 3.4% 0.0071 0.7% 19% False False 89,213
60 1.0547 1.0200 0.0347 3.4% 0.0066 0.6% 19% False False 74,136
80 1.0547 1.0200 0.0347 3.4% 0.0062 0.6% 19% False False 55,635
100 1.0547 1.0025 0.0522 5.1% 0.0060 0.6% 46% False False 44,517
120 1.0547 1.0010 0.0537 5.2% 0.0057 0.6% 48% False False 37,104
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0639
2.618 1.0514
1.618 1.0437
1.000 1.0389
0.618 1.0360
HIGH 1.0312
0.618 1.0283
0.500 1.0274
0.382 1.0264
LOW 1.0235
0.618 1.0187
1.000 1.0158
1.618 1.0110
2.618 1.0033
4.250 0.9908
Fisher Pivots for day following 25-Feb-2013
Pivot 1 day 3 day
R1 1.0274 1.0266
PP 1.0271 1.0265
S1 1.0269 1.0264

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

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