CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 1.0169 1.0167 -0.0002 0.0% 1.0092
High 1.0169 1.0167 -0.0002 0.0% 1.0157
Low 1.0169 1.0167 -0.0002 0.0% 1.0092
Close 1.0169 1.0167 -0.0002 0.0% 1.0099
Range
ATR
Volume 1 1 0 0.0% 5
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0167 1.0167 1.0167
R3 1.0167 1.0167 1.0167
R2 1.0167 1.0167 1.0167
R1 1.0167 1.0167 1.0167 1.0167
PP 1.0167 1.0167 1.0167 1.0167
S1 1.0167 1.0167 1.0167 1.0167
S2 1.0167 1.0167 1.0167
S3 1.0167 1.0167 1.0167
S4 1.0167 1.0167 1.0167
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0311 1.0270 1.0135
R3 1.0246 1.0205 1.0117
R2 1.0181 1.0181 1.0111
R1 1.0140 1.0140 1.0105 1.0161
PP 1.0116 1.0116 1.0116 1.0126
S1 1.0075 1.0075 1.0093 1.0096
S2 1.0051 1.0051 1.0087
S3 0.9986 1.0010 1.0081
S4 0.9921 0.9945 1.0063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0184 1.0099 0.0085 0.8% 0.0000 0.0% 80% False False 1
10 1.0184 1.0092 0.0092 0.9% 0.0000 0.0% 82% False False 1
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0167
2.618 1.0167
1.618 1.0167
1.000 1.0167
0.618 1.0167
HIGH 1.0167
0.618 1.0167
0.500 1.0167
0.382 1.0167
LOW 1.0167
0.618 1.0167
1.000 1.0167
1.618 1.0167
2.618 1.0167
4.250 1.0167
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 1.0167 1.0176
PP 1.0167 1.0173
S1 1.0167 1.0170

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

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