CME Australian Dollar Future June 2013

Trading Metrics calculated at close of trading on 01-Mar-2013

Day Change Summary
	Previous	Current
	28-Feb-2013	01-Mar-2013	Change	Change %	Previous Week
Open	1.0143	1.0136	-0.0007	-0.1%	1.0218
High	1.0208	1.0161	-0.0047	-0.5%	1.0236
Low	1.0121	1.0104	-0.0017	-0.2%	1.0103
Close	1.0140	1.0113	-0.0027	-0.3%	1.0113
Range	0.0087	0.0057	-0.0030	-34.5%	0.0133
ATR	0.0070	0.0069	-0.0001	-1.3%	0.0000
Volume	956	1,453	497	52.0%	4,056

Daily Pivots for day following 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0297	1.0262	1.0144
R3	1.0240	1.0205	1.0129
R2	1.0183	1.0183	1.0123
R1	1.0148	1.0148	1.0118	1.0137
PP	1.0126	1.0126	1.0126	1.0121
S1	1.0091	1.0091	1.0108	1.0080
S2	1.0069	1.0069	1.0103
S3	1.0012	1.0034	1.0097
S4	0.9955	0.9977	1.0082

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0550	1.0464	1.0186
R3	1.0417	1.0331	1.0150
R2	1.0284	1.0284	1.0137
R1	1.0198	1.0198	1.0125	1.0175
PP	1.0151	1.0151	1.0151	1.0139
S1	1.0065	1.0065	1.0101	1.0042
S2	1.0018	1.0018	1.0089
S3	0.9885	0.9932	1.0076
S4	0.9752	0.9799	1.0040

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0236	1.0103	0.0133	1.3%	0.0071	0.7%	8%	False	False	811
10	1.0275	1.0103	0.0172	1.7%	0.0074	0.7%	6%	False	False	601
20	1.0377	1.0103	0.0274	2.7%	0.0070	0.7%	4%	False	False	399
40	1.0474	1.0103	0.0371	3.7%	0.0057	0.6%	3%	False	False	230
60	1.0474	1.0103	0.0371	3.7%	0.0043	0.4%	3%	False	False	163
80	1.0474	1.0103	0.0371	3.7%	0.0033	0.3%	3%	False	False	122
100	1.0474	1.0021	0.0453	4.5%	0.0027	0.3%	20%	False	False	98
120	1.0474	0.9973	0.0501	5.0%	0.0024	0.2%	28%	False	False	82

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0017
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0403
2.618	1.0310
1.618	1.0253
1.000	1.0218
0.618	1.0196
HIGH	1.0161
0.618	1.0139
0.500	1.0133
0.382	1.0126
LOW	1.0104
0.618	1.0069
1.000	1.0047
1.618	1.0012
2.618	0.9955
4.250	0.9862

Fisher Pivots for day following 01-Mar-2013
Pivot	1 day	3 day
R1	1.0133	1.0156
PP	1.0126	1.0141
S1	1.0120	1.0127

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols