CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 13-Mar-2013
Day Change Summary
Previous Current
12-Mar-2013 13-Mar-2013 Change Change % Previous Week
Open 1.0271 1.0318 0.0047 0.5% 1.0188
High 1.0332 1.0331 -0.0001 0.0% 1.0293
Low 1.0263 1.0278 0.0015 0.1% 1.0104
Close 1.0314 1.0305 -0.0009 -0.1% 1.0230
Range 0.0069 0.0053 -0.0016 -23.2% 0.0189
ATR 0.0077 0.0075 -0.0002 -2.2% 0.0000
Volume 120,143 96,810 -23,333 -19.4% 509,298
Daily Pivots for day following 13-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0464 1.0437 1.0334
R3 1.0411 1.0384 1.0320
R2 1.0358 1.0358 1.0315
R1 1.0331 1.0331 1.0310 1.0318
PP 1.0305 1.0305 1.0305 1.0298
S1 1.0278 1.0278 1.0300 1.0265
S2 1.0252 1.0252 1.0295
S3 1.0199 1.0225 1.0290
S4 1.0146 1.0172 1.0276
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0776 1.0692 1.0334
R3 1.0587 1.0503 1.0282
R2 1.0398 1.0398 1.0265
R1 1.0314 1.0314 1.0247 1.0356
PP 1.0209 1.0209 1.0209 1.0230
S1 1.0125 1.0125 1.0213 1.0167
S2 1.0020 1.0020 1.0195
S3 0.9831 0.9936 1.0178
S4 0.9642 0.9747 1.0126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0332 1.0199 0.0133 1.3% 0.0071 0.7% 80% False False 105,488
10 1.0332 1.0104 0.0228 2.2% 0.0074 0.7% 88% False False 102,903
20 1.0353 1.0104 0.0249 2.4% 0.0075 0.7% 81% False False 104,854
40 1.0535 1.0104 0.0431 4.2% 0.0074 0.7% 47% False False 98,004
60 1.0547 1.0104 0.0443 4.3% 0.0070 0.7% 45% False False 90,894
80 1.0547 1.0104 0.0443 4.3% 0.0067 0.6% 45% False False 71,719
100 1.0547 1.0104 0.0443 4.3% 0.0062 0.6% 45% False False 57,388
120 1.0547 1.0025 0.0522 5.1% 0.0061 0.6% 54% False False 47,829
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0556
2.618 1.0470
1.618 1.0417
1.000 1.0384
0.618 1.0364
HIGH 1.0331
0.618 1.0311
0.500 1.0305
0.382 1.0298
LOW 1.0278
0.618 1.0245
1.000 1.0225
1.618 1.0192
2.618 1.0139
4.250 1.0053
Fisher Pivots for day following 13-Mar-2013
Pivot 1 day 3 day
R1 1.0305 1.0292
PP 1.0305 1.0279
S1 1.0305 1.0266

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

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