CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 1.0121 1.0118 -0.0003 0.0% 1.0180
High 1.0121 1.0118 -0.0003 0.0% 1.0242
Low 1.0121 1.0118 -0.0003 0.0% 1.0147
Close 1.0121 1.0118 -0.0003 0.0% 1.0147
Range
ATR 0.0032 0.0030 -0.0002 -6.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0118 1.0118 1.0118
R3 1.0118 1.0118 1.0118
R2 1.0118 1.0118 1.0118
R1 1.0118 1.0118 1.0118 1.0118
PP 1.0118 1.0118 1.0118 1.0118
S1 1.0118 1.0118 1.0118 1.0118
S2 1.0118 1.0118 1.0118
S3 1.0118 1.0118 1.0118
S4 1.0118 1.0118 1.0118
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0464 1.0400 1.0199
R3 1.0369 1.0305 1.0173
R2 1.0274 1.0274 1.0164
R1 1.0210 1.0210 1.0156 1.0195
PP 1.0179 1.0179 1.0179 1.0171
S1 1.0115 1.0115 1.0138 1.0100
S2 1.0084 1.0084 1.0130
S3 0.9989 1.0020 1.0121
S4 0.9894 0.9925 1.0095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0242 1.0118 0.0124 1.2% 0.0000 0.0% 0% False True 1
10 1.0242 1.0118 0.0124 1.2% 0.0000 0.0% 0% False True 1
20 1.0295 1.0118 0.0177 1.7% 0.0004 0.0% 0% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0118
2.618 1.0118
1.618 1.0118
1.000 1.0118
0.618 1.0118
HIGH 1.0118
0.618 1.0118
0.500 1.0118
0.382 1.0118
LOW 1.0118
0.618 1.0118
1.000 1.0118
1.618 1.0118
2.618 1.0118
4.250 1.0118
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 1.0118 1.0133
PP 1.0118 1.0128
S1 1.0118 1.0123

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

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