CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 25-Jan-2013
Day Change Summary
Previous Current
24-Jan-2013 25-Jan-2013 Change Change % Previous Week
Open 1.0405 1.0344 -0.0061 -0.6% 1.0408
High 1.0414 1.0357 -0.0057 -0.5% 1.0460
Low 1.0355 1.0299 -0.0056 -0.5% 1.0299
Close 1.0366 1.0308 -0.0058 -0.6% 1.0308
Range 0.0059 0.0058 -0.0001 -1.7% 0.0161
ATR 0.0047 0.0048 0.0001 3.1% 0.0000
Volume 24 119 95 395.8% 209
Daily Pivots for day following 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0495 1.0460 1.0340
R3 1.0437 1.0402 1.0324
R2 1.0379 1.0379 1.0319
R1 1.0344 1.0344 1.0313 1.0333
PP 1.0321 1.0321 1.0321 1.0316
S1 1.0286 1.0286 1.0303 1.0275
S2 1.0263 1.0263 1.0297
S3 1.0205 1.0228 1.0292
S4 1.0147 1.0170 1.0276
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0839 1.0734 1.0397
R3 1.0678 1.0573 1.0352
R2 1.0517 1.0517 1.0338
R1 1.0412 1.0412 1.0323 1.0384
PP 1.0356 1.0356 1.0356 1.0342
S1 1.0251 1.0251 1.0293 1.0223
S2 1.0195 1.0195 1.0278
S3 1.0034 1.0090 1.0264
S4 0.9873 0.9929 1.0219
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0460 1.0299 0.0161 1.6% 0.0046 0.4% 6% False True 63
10 1.0462 1.0299 0.0163 1.6% 0.0043 0.4% 6% False True 48
20 1.0474 1.0240 0.0234 2.3% 0.0039 0.4% 29% False False 53
40 1.0474 1.0226 0.0248 2.4% 0.0026 0.2% 33% False False 37
60 1.0474 1.0162 0.0312 3.0% 0.0019 0.2% 47% False False 25
80 1.0474 0.9973 0.0501 4.9% 0.0015 0.1% 67% False False 19
100 1.0474 0.9959 0.0515 5.0% 0.0013 0.1% 68% False False 16
120 1.0474 0.9959 0.0515 5.0% 0.0011 0.1% 68% False False 13
Crabel Price Patterns
NR True
NR4 False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0604
2.618 1.0509
1.618 1.0451
1.000 1.0415
0.618 1.0393
HIGH 1.0357
0.618 1.0335
0.500 1.0328
0.382 1.0321
LOW 1.0299
0.618 1.0263
1.000 1.0241
1.618 1.0205
2.618 1.0147
4.250 1.0053
Fisher Pivots for day following 25-Jan-2013
Pivot 1 day 3 day
R1 1.0328 1.0372
PP 1.0321 1.0350
S1 1.0315 1.0329

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

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