CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
26-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 1.0238 1.0250 0.0012 0.1% 1.0403
High 1.0241 1.0250 0.0009 0.1% 1.0407
Low 1.0226 1.0250 0.0024 0.2% 1.0268
Close 1.0241 1.0250 0.0009 0.1% 1.0273
Range 0.0015 0.0000 -0.0015 -100.0% 0.0139
ATR 0.0034 0.0032 -0.0002 -5.2% 0.0000
Volume 34 2 -32 -94.1% 100
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0250 1.0250 1.0250
R3 1.0250 1.0250 1.0250
R2 1.0250 1.0250 1.0250
R1 1.0250 1.0250 1.0250 1.0250
PP 1.0250 1.0250 1.0250 1.0250
S1 1.0250 1.0250 1.0250 1.0250
S2 1.0250 1.0250 1.0250
S3 1.0250 1.0250 1.0250
S4 1.0250 1.0250 1.0250
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 1.0352 1.0226 0.0126 1.2% 0.0023 0.2% 19% False False 30
10 1.0420 1.0226 0.0194 1.9% 0.0012 0.1% 12% False False 17
20 1.0420 1.0226 0.0194 1.9% 0.0012 0.1% 12% False False 21
40 1.0420 1.0162 0.0258 2.5% 0.0008 0.1% 34% False False 11
60 1.0420 0.9973 0.0447 4.4% 0.0007 0.1% 62% False False 8
80 1.0420 0.9959 0.0461 4.5% 0.0006 0.1% 63% False False 7
100 1.0420 0.9959 0.0461 4.5% 0.0005 0.1% 63% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0250
2.618 1.0250
1.618 1.0250
1.000 1.0250
0.618 1.0250
HIGH 1.0250
0.618 1.0250
0.500 1.0250
0.382 1.0250
LOW 1.0250
0.618 1.0250
1.000 1.0250
1.618 1.0250
2.618 1.0250
4.250 1.0250
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 1.0250 1.0253
PP 1.0250 1.0252
S1 1.0250 1.0251

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

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