CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 04-Mar-2013
Day Change Summary
Previous Current
01-Mar-2013 04-Mar-2013 Change Change % Previous Week
Open 1.0136 1.0120 -0.0016 -0.2% 1.0218
High 1.0161 1.0127 -0.0034 -0.3% 1.0236
Low 1.0104 1.0038 -0.0066 -0.7% 1.0103
Close 1.0113 1.0115 0.0002 0.0% 1.0113
Range 0.0057 0.0089 0.0032 56.1% 0.0133
ATR 0.0069 0.0070 0.0001 2.1% 0.0000
Volume 1,453 10,736 9,283 638.9% 4,056
Daily Pivots for day following 04-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0360 1.0327 1.0164
R3 1.0271 1.0238 1.0139
R2 1.0182 1.0182 1.0131
R1 1.0149 1.0149 1.0123 1.0121
PP 1.0093 1.0093 1.0093 1.0080
S1 1.0060 1.0060 1.0107 1.0032
S2 1.0004 1.0004 1.0099
S3 0.9915 0.9971 1.0091
S4 0.9826 0.9882 1.0066
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 1.0208 1.0038 0.0170 1.7% 0.0075 0.7% 45% False True 2,842
10 1.0273 1.0038 0.0235 2.3% 0.0076 0.7% 33% False True 1,648
20 1.0377 1.0038 0.0339 3.4% 0.0071 0.7% 23% False True 929
40 1.0474 1.0038 0.0436 4.3% 0.0058 0.6% 18% False True 494
60 1.0474 1.0038 0.0436 4.3% 0.0044 0.4% 18% False True 342
80 1.0474 1.0038 0.0436 4.3% 0.0034 0.3% 18% False True 257
100 1.0474 1.0021 0.0453 4.5% 0.0028 0.3% 21% False False 205
120 1.0474 0.9973 0.0501 5.0% 0.0024 0.2% 28% False False 172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0505
2.618 1.0360
1.618 1.0271
1.000 1.0216
0.618 1.0182
HIGH 1.0127
0.618 1.0093
0.500 1.0083
0.382 1.0072
LOW 1.0038
0.618 0.9983
1.000 0.9949
1.618 0.9894
2.618 0.9805
4.250 0.9660
Fisher Pivots for day following 04-Mar-2013
Pivot 1 day 3 day
R1 1.0104 1.0123
PP 1.0093 1.0120
S1 1.0083 1.0118

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

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