CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 03-Apr-2013
Day Change Summary
Previous Current
02-Apr-2013 03-Apr-2013 Change Change % Previous Week
Open 1.0363 1.0393 0.0030 0.3% 1.0384
High 1.0420 1.0438 0.0018 0.2% 1.0432
Low 1.0363 1.0388 0.0025 0.2% 1.0337
Close 1.0387 1.0404 0.0017 0.2% 1.0353
Range 0.0057 0.0050 -0.0007 -12.3% 0.0095
ATR 0.0064 0.0063 -0.0001 -1.4% 0.0000
Volume 73,652 84,176 10,524 14.3% 316,843
Daily Pivots for day following 03-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0560 1.0532 1.0432
R3 1.0510 1.0482 1.0418
R2 1.0460 1.0460 1.0413
R1 1.0432 1.0432 1.0409 1.0446
PP 1.0410 1.0410 1.0410 1.0417
S1 1.0382 1.0382 1.0399 1.0396
S2 1.0360 1.0360 1.0395
S3 1.0310 1.0332 1.0390
S4 1.0260 1.0282 1.0377
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0659 1.0601 1.0405
R3 1.0564 1.0506 1.0379
R2 1.0469 1.0469 1.0370
R1 1.0411 1.0411 1.0362 1.0393
PP 1.0374 1.0374 1.0374 1.0365
S1 1.0316 1.0316 1.0344 1.0298
S2 1.0279 1.0279 1.0336
S3 1.0184 1.0221 1.0327
S4 1.0089 1.0126 1.0301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0438 1.0327 0.0111 1.1% 0.0056 0.5% 69% True False 73,439
10 1.0438 1.0286 0.0152 1.5% 0.0057 0.5% 78% True False 77,563
20 1.0438 1.0128 0.0310 3.0% 0.0064 0.6% 89% True False 63,016
40 1.0438 1.0038 0.0400 3.8% 0.0068 0.7% 92% True False 32,036
60 1.0474 1.0038 0.0436 4.2% 0.0060 0.6% 84% False False 21,378
80 1.0474 1.0038 0.0436 4.2% 0.0049 0.5% 84% False False 16,043
100 1.0474 1.0038 0.0436 4.2% 0.0041 0.4% 84% False False 12,834
120 1.0474 1.0038 0.0436 4.2% 0.0034 0.3% 84% False False 10,695
Crabel Price Patterns
NR True
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0651
2.618 1.0569
1.618 1.0519
1.000 1.0488
0.618 1.0469
HIGH 1.0438
0.618 1.0419
0.500 1.0413
0.382 1.0407
LOW 1.0388
0.618 1.0357
1.000 1.0338
1.618 1.0307
2.618 1.0257
4.250 1.0176
Fisher Pivots for day following 03-Apr-2013
Pivot 1 day 3 day
R1 1.0413 1.0397
PP 1.0410 1.0390
S1 1.0407 1.0383

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

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