CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 1.0240 1.0310 0.0070 0.7% 1.0292
High 1.0320 1.0310 -0.0010 -0.1% 1.0315
Low 1.0240 1.0310 0.0070 0.7% 1.0267
Close 1.0320 1.0310 -0.0010 -0.1% 1.0267
Range 0.0080 0.0000 -0.0080 -100.0% 0.0048
ATR 0.0035 0.0033 -0.0002 -5.1% 0.0000
Volume 2 2 0 0.0% 16
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0310 1.0310 1.0310
R3 1.0310 1.0310 1.0310
R2 1.0310 1.0310 1.0310
R1 1.0310 1.0310 1.0310 1.0310
PP 1.0310 1.0310 1.0310 1.0310
S1 1.0310 1.0310 1.0310 1.0310
S2 1.0310 1.0310 1.0310
S3 1.0310 1.0310 1.0310
S4 1.0310 1.0310 1.0310
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0427 1.0395 1.0293
R3 1.0379 1.0347 1.0280
R2 1.0331 1.0331 1.0276
R1 1.0299 1.0299 1.0271 1.0291
PP 1.0283 1.0283 1.0283 1.0279
S1 1.0251 1.0251 1.0263 1.0243
S2 1.0235 1.0235 1.0258
S3 1.0187 1.0203 1.0254
S4 1.0139 1.0155 1.0241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0320 1.0240 0.0080 0.8% 0.0016 0.2% 88% False False 2
10 1.0320 1.0175 0.0145 1.4% 0.0010 0.1% 93% False False 2
20 1.0320 1.0162 0.0158 1.5% 0.0006 0.1% 94% False False 1
40 1.0320 1.0041 0.0279 2.7% 0.0004 0.0% 96% False False 1
60 1.0320 0.9973 0.0347 3.4% 0.0004 0.0% 97% False False 2
80 1.0320 0.9959 0.0361 3.5% 0.0004 0.0% 97% 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 False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0310
2.618 1.0310
1.618 1.0310
1.000 1.0310
0.618 1.0310
HIGH 1.0310
0.618 1.0310
0.500 1.0310
0.382 1.0310
LOW 1.0310
0.618 1.0310
1.000 1.0310
1.618 1.0310
2.618 1.0310
4.250 1.0310
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 1.0310 1.0300
PP 1.0310 1.0290
S1 1.0310 1.0280

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

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