CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 02-May-2013
Day Change Summary
Previous Current
01-May-2013 02-May-2013 Change Change % Previous Week
Open 1.0332 1.0246 -0.0086 -0.8% 1.0230
High 1.0346 1.0257 -0.0089 -0.9% 1.0301
Low 1.0230 1.0189 -0.0041 -0.4% 1.0179
Close 1.0257 1.0221 -0.0036 -0.4% 1.0245
Range 0.0116 0.0068 -0.0048 -41.4% 0.0122
ATR 0.0081 0.0080 -0.0001 -1.2% 0.0000
Volume 100,648 106,621 5,973 5.9% 475,539
Daily Pivots for day following 02-May-2013
Classic Woodie Camarilla DeMark
R4 1.0426 1.0392 1.0258
R3 1.0358 1.0324 1.0240
R2 1.0290 1.0290 1.0233
R1 1.0256 1.0256 1.0227 1.0239
PP 1.0222 1.0222 1.0222 1.0214
S1 1.0188 1.0188 1.0215 1.0171
S2 1.0154 1.0154 1.0209
S3 1.0086 1.0120 1.0202
S4 1.0018 1.0052 1.0184
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0608 1.0548 1.0312
R3 1.0486 1.0426 1.0279
R2 1.0364 1.0364 1.0267
R1 1.0304 1.0304 1.0256 1.0334
PP 1.0242 1.0242 1.0242 1.0257
S1 1.0182 1.0182 1.0234 1.0212
S2 1.0120 1.0120 1.0223
S3 0.9998 1.0060 1.0211
S4 0.9876 0.9938 1.0178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0350 1.0189 0.0161 1.6% 0.0081 0.8% 20% False True 89,941
10 1.0350 1.0179 0.0171 1.7% 0.0075 0.7% 25% False False 93,856
20 1.0531 1.0179 0.0352 3.4% 0.0088 0.9% 12% False False 109,508
40 1.0531 1.0128 0.0403 3.9% 0.0077 0.8% 23% False False 89,380
60 1.0531 1.0038 0.0493 4.8% 0.0075 0.7% 37% False False 60,108
80 1.0531 1.0038 0.0493 4.8% 0.0068 0.7% 37% False False 45,098
100 1.0531 1.0038 0.0493 4.8% 0.0058 0.6% 37% False False 36,085
120 1.0531 1.0038 0.0493 4.8% 0.0050 0.5% 37% False False 30,072
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0546
2.618 1.0435
1.618 1.0367
1.000 1.0325
0.618 1.0299
HIGH 1.0257
0.618 1.0231
0.500 1.0223
0.382 1.0215
LOW 1.0189
0.618 1.0147
1.000 1.0121
1.618 1.0079
2.618 1.0011
4.250 0.9900
Fisher Pivots for day following 02-May-2013
Pivot 1 day 3 day
R1 1.0223 1.0270
PP 1.0222 1.0253
S1 1.0222 1.0237

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

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