CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 1.0279 1.0238 -0.0041 -0.4% 1.0403
High 1.0279 1.0241 -0.0038 -0.4% 1.0407
Low 1.0235 1.0226 -0.0009 -0.1% 1.0268
Close 1.0235 1.0241 0.0006 0.1% 1.0273
Range 0.0044 0.0015 -0.0029 -65.9% 0.0139
ATR 0.0035 0.0034 -0.0001 -4.1% 0.0000
Volume 26 34 8 30.8% 100
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0281 1.0276 1.0249
R3 1.0266 1.0261 1.0245
R2 1.0251 1.0251 1.0244
R1 1.0246 1.0246 1.0242 1.0249
PP 1.0236 1.0236 1.0236 1.0237
S1 1.0231 1.0231 1.0240 1.0234
S2 1.0221 1.0221 1.0238
S3 1.0206 1.0216 1.0237
S4 1.0191 1.0201 1.0233
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0733 1.0642 1.0349
R3 1.0594 1.0503 1.0311
R2 1.0455 1.0455 1.0298
R1 1.0364 1.0364 1.0286 1.0340
PP 1.0316 1.0316 1.0316 1.0304
S1 1.0225 1.0225 1.0260 1.0201
S2 1.0177 1.0177 1.0248
S3 1.0038 1.0086 1.0235
S4 0.9899 0.9947 1.0197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0357 1.0226 0.0131 1.3% 0.0023 0.2% 11% False True 30
10 1.0420 1.0226 0.0194 1.9% 0.0014 0.1% 8% False True 17
20 1.0420 1.0226 0.0194 1.9% 0.0012 0.1% 8% False True 21
40 1.0420 1.0162 0.0258 2.5% 0.0008 0.1% 31% False False 11
60 1.0420 0.9973 0.0447 4.4% 0.0007 0.1% 60% False False 8
80 1.0420 0.9959 0.0461 4.5% 0.0006 0.1% 61% False False 7
100 1.0420 0.9959 0.0461 4.5% 0.0005 0.1% 61% False False 5
Crabel Price Patterns
NR True
NR4 True
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0305
2.618 1.0280
1.618 1.0265
1.000 1.0256
0.618 1.0250
HIGH 1.0241
0.618 1.0235
0.500 1.0234
0.382 1.0232
LOW 1.0226
0.618 1.0217
1.000 1.0211
1.618 1.0202
2.618 1.0187
4.250 1.0162
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 1.0239 1.0265
PP 1.0236 1.0257
S1 1.0234 1.0249

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

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