CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 04-Feb-2013
Day Change Summary
Previous Current
01-Feb-2013 04-Feb-2013 Change Change % Previous Week
Open 1.0338 1.0319 -0.0019 -0.2% 1.0286
High 1.0338 1.0338 0.0000 0.0% 1.0366
Low 1.0268 1.0313 0.0045 0.4% 1.0268
Close 1.0309 1.0332 0.0023 0.2% 1.0309
Range 0.0070 0.0025 -0.0045 -64.3% 0.0098
ATR 0.0051 0.0049 -0.0002 -3.1% 0.0000
Volume 138 57 -81 -58.7% 461
Daily Pivots for day following 04-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0403 1.0392 1.0346
R3 1.0378 1.0367 1.0339
R2 1.0353 1.0353 1.0337
R1 1.0342 1.0342 1.0334 1.0348
PP 1.0328 1.0328 1.0328 1.0330
S1 1.0317 1.0317 1.0330 1.0323
S2 1.0303 1.0303 1.0327
S3 1.0278 1.0292 1.0325
S4 1.0253 1.0267 1.0318
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0608 1.0557 1.0363
R3 1.0510 1.0459 1.0336
R2 1.0412 1.0412 1.0327
R1 1.0361 1.0361 1.0318 1.0387
PP 1.0314 1.0314 1.0314 1.0327
S1 1.0263 1.0263 1.0300 1.0289
S2 1.0216 1.0216 1.0291
S3 1.0118 1.0165 1.0282
S4 1.0020 1.0067 1.0255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0366 1.0268 0.0098 0.9% 0.0050 0.5% 65% False False 93
10 1.0460 1.0268 0.0192 1.9% 0.0047 0.5% 33% False False 72
20 1.0474 1.0268 0.0206 2.0% 0.0044 0.4% 31% False False 62
40 1.0474 1.0226 0.0248 2.4% 0.0031 0.3% 43% False False 50
60 1.0474 1.0162 0.0312 3.0% 0.0022 0.2% 54% False False 33
80 1.0474 1.0041 0.0433 4.2% 0.0017 0.2% 67% False False 25
100 1.0474 0.9973 0.0501 4.8% 0.0015 0.1% 72% False False 21
120 1.0474 0.9959 0.0515 5.0% 0.0013 0.1% 72% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0007
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0444
2.618 1.0403
1.618 1.0378
1.000 1.0363
0.618 1.0353
HIGH 1.0338
0.618 1.0328
0.500 1.0326
0.382 1.0323
LOW 1.0313
0.618 1.0298
1.000 1.0288
1.618 1.0273
2.618 1.0248
4.250 1.0207
Fisher Pivots for day following 04-Feb-2013
Pivot 1 day 3 day
R1 1.0330 1.0323
PP 1.0328 1.0314
S1 1.0326 1.0305

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

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