CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 1.0182 1.0151 -0.0031 -0.3% 1.0218
High 1.0221 1.0212 -0.0009 -0.1% 1.0236
Low 1.0154 1.0141 -0.0013 -0.1% 1.0103
Close 1.0164 1.0200 0.0036 0.4% 1.0113
Range 0.0067 0.0071 0.0004 6.0% 0.0133
ATR 0.0070 0.0070 0.0000 0.1% 0.0000
Volume 10,341 13,664 3,323 32.1% 4,056
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0397 1.0370 1.0239
R3 1.0326 1.0299 1.0220
R2 1.0255 1.0255 1.0213
R1 1.0228 1.0228 1.0207 1.0242
PP 1.0184 1.0184 1.0184 1.0191
S1 1.0157 1.0157 1.0193 1.0171
S2 1.0113 1.0113 1.0187
S3 1.0042 1.0086 1.0180
S4 0.9971 1.0015 1.0161
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% 0.0070 0.7% 89% False False 7,758
10 1.0254 1.0038 0.0216 2.1% 0.0071 0.7% 75% False False 4,220
20 1.0275 1.0038 0.0237 2.3% 0.0070 0.7% 68% False False 2,244
40 1.0474 1.0038 0.0436 4.3% 0.0060 0.6% 37% False False 1,157
60 1.0474 1.0038 0.0436 4.3% 0.0047 0.5% 37% False False 781
80 1.0474 1.0038 0.0436 4.3% 0.0036 0.4% 37% False False 589
100 1.0474 1.0038 0.0436 4.3% 0.0030 0.3% 37% False False 471
120 1.0474 0.9973 0.0501 4.9% 0.0026 0.3% 45% False False 393
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0514
2.618 1.0398
1.618 1.0327
1.000 1.0283
0.618 1.0256
HIGH 1.0212
0.618 1.0185
0.500 1.0177
0.382 1.0168
LOW 1.0141
0.618 1.0097
1.000 1.0070
1.618 1.0026
2.618 0.9955
4.250 0.9839
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 1.0192 1.0189
PP 1.0184 1.0179
S1 1.0177 1.0168

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

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