CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 1.0255 1.0265 0.0010 0.1% 1.0184
High 1.0255 1.0265 0.0010 0.1% 1.0254
Low 1.0255 1.0265 0.0010 0.1% 1.0184
Close 1.0255 1.0265 0.0010 0.1% 1.0217
Range
ATR 0.0034 0.0032 -0.0002 -5.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0265 1.0265 1.0265
R3 1.0265 1.0265 1.0265
R2 1.0265 1.0265 1.0265
R1 1.0265 1.0265 1.0265 1.0265
PP 1.0265 1.0265 1.0265 1.0265
S1 1.0265 1.0265 1.0265 1.0265
S2 1.0265 1.0265 1.0265
S3 1.0265 1.0265 1.0265
S4 1.0265 1.0265 1.0265
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0428 1.0393 1.0256
R3 1.0358 1.0323 1.0236
R2 1.0288 1.0288 1.0230
R1 1.0253 1.0253 1.0223 1.0271
PP 1.0218 1.0218 1.0218 1.0227
S1 1.0183 1.0183 1.0211 1.0201
S2 1.0148 1.0148 1.0204
S3 1.0078 1.0113 1.0198
S4 1.0008 1.0043 1.0179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0265 1.0217 0.0048 0.5% 0.0003 0.0% 100% True False 1
10 1.0265 1.0166 0.0099 1.0% 0.0007 0.1% 100% True False 1
20 1.0265 1.0080 0.0185 1.8% 0.0004 0.0% 100% True False 1
40 1.0265 0.9973 0.0292 2.8% 0.0004 0.0% 100% True False 1
60 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 85% False False 2
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0265
2.618 1.0265
1.618 1.0265
1.000 1.0265
0.618 1.0265
HIGH 1.0265
0.618 1.0265
0.500 1.0265
0.382 1.0265
LOW 1.0265
0.618 1.0265
1.000 1.0265
1.618 1.0265
2.618 1.0265
4.250 1.0265
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 1.0265 1.0257
PP 1.0265 1.0249
S1 1.0265 1.0241

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

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