CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 17-Jan-2013
Day Change Summary
Previous Current
16-Jan-2013 17-Jan-2013 Change Change % Previous Week
Open 1.0452 1.0445 -0.0007 -0.1% 1.0362
High 1.0454 1.0447 -0.0007 -0.1% 1.0474
Low 1.0419 1.0395 -0.0024 -0.2% 1.0354
Close 1.0453 1.0427 -0.0026 -0.2% 1.0416
Range 0.0035 0.0052 0.0017 48.6% 0.0120
ATR 0.0042 0.0043 0.0001 2.6% 0.0000
Volume 34 38 4 11.8% 306
Daily Pivots for day following 17-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0579 1.0555 1.0456
R3 1.0527 1.0503 1.0441
R2 1.0475 1.0475 1.0437
R1 1.0451 1.0451 1.0432 1.0437
PP 1.0423 1.0423 1.0423 1.0416
S1 1.0399 1.0399 1.0422 1.0385
S2 1.0371 1.0371 1.0417
S3 1.0319 1.0347 1.0413
S4 1.0267 1.0295 1.0398
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 1.0462 1.0395 0.0067 0.6% 0.0041 0.4% 48% False True 33
10 1.0474 1.0280 0.0194 1.9% 0.0044 0.4% 76% False False 43
20 1.0474 1.0226 0.0248 2.4% 0.0034 0.3% 81% False False 45
40 1.0474 1.0175 0.0299 2.9% 0.0021 0.2% 84% False False 29
60 1.0474 1.0080 0.0394 3.8% 0.0015 0.1% 88% False False 20
80 1.0474 0.9973 0.0501 4.8% 0.0012 0.1% 91% False False 15
100 1.0474 0.9959 0.0515 4.9% 0.0011 0.1% 91% False False 13
120 1.0474 0.9959 0.0515 4.9% 0.0010 0.1% 91% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0668
2.618 1.0583
1.618 1.0531
1.000 1.0499
0.618 1.0479
HIGH 1.0447
0.618 1.0427
0.500 1.0421
0.382 1.0415
LOW 1.0395
0.618 1.0363
1.000 1.0343
1.618 1.0311
2.618 1.0259
4.250 1.0174
Fisher Pivots for day following 17-Jan-2013
Pivot 1 day 3 day
R1 1.0425 1.0426
PP 1.0423 1.0425
S1 1.0421 1.0425

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

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