CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 1.0080 1.0010 -0.0070 -0.7% 1.0121
High 1.0080 1.0014 -0.0066 -0.7% 1.0121
Low 1.0080 0.9988 -0.0092 -0.9% 1.0055
Close 1.0080 0.9988 -0.0092 -0.9% 1.0080
Range 0.0000 0.0026 0.0026 0.0066
ATR 0.0030 0.0034 0.0004 15.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0075 1.0057 1.0002
R3 1.0049 1.0031 0.9995
R2 1.0023 1.0023 0.9993
R1 1.0005 1.0005 0.9990 1.0001
PP 0.9997 0.9997 0.9997 0.9995
S1 0.9979 0.9979 0.9986 0.9975
S2 0.9971 0.9971 0.9983
S3 0.9945 0.9953 0.9981
S4 0.9919 0.9927 0.9974
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0283 1.0248 1.0116
R3 1.0217 1.0182 1.0098
R2 1.0151 1.0151 1.0092
R1 1.0116 1.0116 1.0086 1.0101
PP 1.0085 1.0085 1.0085 1.0078
S1 1.0050 1.0050 1.0074 1.0035
S2 1.0019 1.0019 1.0068
S3 0.9953 0.9984 1.0062
S4 0.9887 0.9918 1.0044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0118 0.9988 0.0130 1.3% 0.0005 0.1% 0% False True 1
10 1.0242 0.9988 0.0254 2.5% 0.0003 0.0% 0% False True 1
20 1.0295 0.9988 0.0307 3.1% 0.0003 0.0% 0% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.0125
2.618 1.0082
1.618 1.0056
1.000 1.0040
0.618 1.0030
HIGH 1.0014
0.618 1.0004
0.500 1.0001
0.382 0.9998
LOW 0.9988
0.618 0.9972
1.000 0.9962
1.618 0.9946
2.618 0.9920
4.250 0.9878
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 1.0001 1.0034
PP 0.9997 1.0019
S1 0.9992 1.0003

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

View Archives - Comment on this page... - Back to Index of Symbols