CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 06-Mar-2013
Day Change Summary
Previous Current
05-Mar-2013 06-Mar-2013 Change Change % Previous Week
Open 1.0119 1.0182 0.0063 0.6% 1.0218
High 1.0182 1.0221 0.0039 0.4% 1.0236
Low 1.0115 1.0154 0.0039 0.4% 1.0103
Close 1.0164 1.0164 0.0000 0.0% 1.0113
Range 0.0067 0.0067 0.0000 0.0% 0.0133
ATR 0.0070 0.0070 0.0000 -0.3% 0.0000
Volume 2,597 10,341 7,744 298.2% 4,056
Daily Pivots for day following 06-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0381 1.0339 1.0201
R3 1.0314 1.0272 1.0182
R2 1.0247 1.0247 1.0176
R1 1.0205 1.0205 1.0170 1.0193
PP 1.0180 1.0180 1.0180 1.0173
S1 1.0138 1.0138 1.0158 1.0126
S2 1.0113 1.0113 1.0152
S3 1.0046 1.0071 1.0146
S4 0.9979 1.0004 1.0127
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 1.0221 1.0038 0.0183 1.8% 0.0073 0.7% 69% True False 5,216
10 1.0254 1.0038 0.0216 2.1% 0.0068 0.7% 58% False False 2,910
20 1.0295 1.0038 0.0257 2.5% 0.0071 0.7% 49% False False 1,566
40 1.0474 1.0038 0.0436 4.3% 0.0059 0.6% 29% False False 817
60 1.0474 1.0038 0.0436 4.3% 0.0046 0.5% 29% False False 555
80 1.0474 1.0038 0.0436 4.3% 0.0036 0.4% 29% False False 418
100 1.0474 1.0038 0.0436 4.3% 0.0029 0.3% 29% False False 335
120 1.0474 0.9973 0.0501 4.9% 0.0025 0.2% 38% False False 279
Crabel Price Patterns
NR False
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 0.0016
Fibonacci Retracements and Extensions
4.250 1.0506
2.618 1.0396
1.618 1.0329
1.000 1.0288
0.618 1.0262
HIGH 1.0221
0.618 1.0195
0.500 1.0188
0.382 1.0180
LOW 1.0154
0.618 1.0113
1.000 1.0087
1.618 1.0046
2.618 0.9979
4.250 0.9869
Fisher Pivots for day following 06-Mar-2013
Pivot 1 day 3 day
R1 1.0188 1.0153
PP 1.0180 1.0141
S1 1.0172 1.0130

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

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