CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 1.0198 1.0184 -0.0014 -0.1% 1.0157
High 1.0198 1.0184 -0.0014 -0.1% 1.0222
Low 1.0166 1.0184 0.0018 0.2% 1.0157
Close 1.0166 1.0184 0.0018 0.2% 1.0166
Range 0.0032 0.0000 -0.0032 -100.0% 0.0065
ATR 0.0036 0.0035 -0.0001 -3.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0184 1.0184 1.0184
R3 1.0184 1.0184 1.0184
R2 1.0184 1.0184 1.0184
R1 1.0184 1.0184 1.0184 1.0184
PP 1.0184 1.0184 1.0184 1.0184
S1 1.0184 1.0184 1.0184 1.0184
S2 1.0184 1.0184 1.0184
S3 1.0184 1.0184 1.0184
S4 1.0184 1.0184 1.0184
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0377 1.0336 1.0202
R3 1.0312 1.0271 1.0184
R2 1.0247 1.0247 1.0178
R1 1.0206 1.0206 1.0172 1.0227
PP 1.0182 1.0182 1.0182 1.0192
S1 1.0141 1.0141 1.0160 1.0162
S2 1.0117 1.0117 1.0154
S3 1.0052 1.0076 1.0148
S4 0.9987 1.0011 1.0130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0222 1.0166 0.0056 0.5% 0.0011 0.1% 32% False False 1
10 1.0222 1.0080 0.0142 1.4% 0.0006 0.1% 73% False False 1
20 1.0222 1.0021 0.0201 2.0% 0.0003 0.0% 81% False False 1
40 1.0318 0.9973 0.0345 3.4% 0.0005 0.1% 61% False False 2
60 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 63% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0184
2.618 1.0184
1.618 1.0184
1.000 1.0184
0.618 1.0184
HIGH 1.0184
0.618 1.0184
0.500 1.0184
0.382 1.0184
LOW 1.0184
0.618 1.0184
1.000 1.0184
1.618 1.0184
2.618 1.0184
4.250 1.0184
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 1.0184 1.0194
PP 1.0184 1.0191
S1 1.0184 1.0187

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

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