CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 1.0267 1.0254 -0.0013 -0.1% 1.0216
High 1.0270 1.0275 0.0005 0.0% 1.0275
Low 1.0243 1.0200 -0.0043 -0.4% 1.0136
Close 1.0259 1.0201 -0.0058 -0.6% 1.0201
Range 0.0027 0.0075 0.0048 177.8% 0.0139
ATR 0.0059 0.0060 0.0001 1.9% 0.0000
Volume 318 259 -59 -18.6% 1,197
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0450 1.0401 1.0242
R3 1.0375 1.0326 1.0222
R2 1.0300 1.0300 1.0215
R1 1.0251 1.0251 1.0208 1.0238
PP 1.0225 1.0225 1.0225 1.0219
S1 1.0176 1.0176 1.0194 1.0163
S2 1.0150 1.0150 1.0187
S3 1.0075 1.0101 1.0180
S4 1.0000 1.0026 1.0160
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0621 1.0550 1.0277
R3 1.0482 1.0411 1.0239
R2 1.0343 1.0343 1.0226
R1 1.0272 1.0272 1.0214 1.0238
PP 1.0204 1.0204 1.0204 1.0187
S1 1.0133 1.0133 1.0188 1.0099
S2 1.0065 1.0065 1.0176
S3 0.9926 0.9994 1.0163
S4 0.9787 0.9855 1.0125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0275 1.0136 0.0139 1.4% 0.0058 0.6% 47% True False 239
10 1.0377 1.0136 0.0241 2.4% 0.0066 0.6% 27% False False 209
20 1.0460 1.0136 0.0324 3.2% 0.0057 0.6% 20% False False 143
40 1.0474 1.0136 0.0338 3.3% 0.0045 0.4% 19% False False 94
60 1.0474 1.0136 0.0338 3.3% 0.0033 0.3% 19% False False 67
80 1.0474 1.0080 0.0394 3.9% 0.0025 0.2% 31% False False 51
100 1.0474 0.9973 0.0501 4.9% 0.0021 0.2% 46% False False 41
120 1.0474 0.9959 0.0515 5.0% 0.0018 0.2% 47% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0594
2.618 1.0471
1.618 1.0396
1.000 1.0350
0.618 1.0321
HIGH 1.0275
0.618 1.0246
0.500 1.0238
0.382 1.0229
LOW 1.0200
0.618 1.0154
1.000 1.0125
1.618 1.0079
2.618 1.0004
4.250 0.9881
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 1.0238 1.0238
PP 1.0225 1.0225
S1 1.0213 1.0213

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

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