CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 1.0382 1.0462 0.0080 0.8% 1.0362
High 1.0474 1.0462 -0.0012 -0.1% 1.0474
Low 1.0382 1.0410 0.0028 0.3% 1.0354
Close 1.0473 1.0416 -0.0057 -0.5% 1.0416
Range 0.0092 0.0052 -0.0040 -43.5% 0.0120
ATR 0.0042 0.0043 0.0002 3.6% 0.0000
Volume 129 52 -77 -59.7% 306
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0585 1.0553 1.0445
R3 1.0533 1.0501 1.0430
R2 1.0481 1.0481 1.0426
R1 1.0449 1.0449 1.0421 1.0439
PP 1.0429 1.0429 1.0429 1.0425
S1 1.0397 1.0397 1.0411 1.0387
S2 1.0377 1.0377 1.0406
S3 1.0325 1.0345 1.0402
S4 1.0273 1.0293 1.0387
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0775 1.0715 1.0482
R3 1.0655 1.0595 1.0449
R2 1.0535 1.0535 1.0438
R1 1.0475 1.0475 1.0427 1.0505
PP 1.0415 1.0415 1.0415 1.0430
S1 1.0355 1.0355 1.0405 1.0385
S2 1.0295 1.0295 1.0394
S3 1.0175 1.0235 1.0383
S4 1.0055 1.0115 1.0350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0474 1.0354 0.0120 1.2% 0.0043 0.4% 52% False False 61
10 1.0474 1.0240 0.0234 2.2% 0.0041 0.4% 75% False False 63
20 1.0474 1.0226 0.0248 2.4% 0.0026 0.3% 77% False False 40
40 1.0474 1.0162 0.0312 3.0% 0.0017 0.2% 81% False False 27
60 1.0474 1.0080 0.0394 3.8% 0.0012 0.1% 85% False False 18
80 1.0474 0.9973 0.0501 4.8% 0.0010 0.1% 88% False False 14
100 1.0474 0.9959 0.0515 4.9% 0.0009 0.1% 89% False False 12
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0683
2.618 1.0598
1.618 1.0546
1.000 1.0514
0.618 1.0494
HIGH 1.0462
0.618 1.0442
0.500 1.0436
0.382 1.0430
LOW 1.0410
0.618 1.0378
1.000 1.0358
1.618 1.0326
2.618 1.0274
4.250 1.0189
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 1.0436 1.0425
PP 1.0429 1.0422
S1 1.0423 1.0419

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

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