CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 07-Feb-2013
Day Change Summary
Previous Current
06-Feb-2013 07-Feb-2013 Change Change % Previous Week
Open 1.0160 1.0122 -0.0038 -0.4% 1.0247
High 1.0160 1.0122 -0.0038 -0.4% 1.0295
Low 1.0155 1.0122 -0.0033 -0.3% 1.0242
Close 1.0155 1.0122 -0.0033 -0.3% 1.0245
Range 0.0005 0.0000 -0.0005 -100.0% 0.0053
ATR 0.0036 0.0035 0.0000 -0.5% 0.0000
Volume 3 1 -2 -66.7% 15
Daily Pivots for day following 07-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0122 1.0122 1.0122
R3 1.0122 1.0122 1.0122
R2 1.0122 1.0122 1.0122
R1 1.0122 1.0122 1.0122 1.0122
PP 1.0122 1.0122 1.0122 1.0122
S1 1.0122 1.0122 1.0122 1.0122
S2 1.0122 1.0122 1.0122
S3 1.0122 1.0122 1.0122
S4 1.0122 1.0122 1.0122
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0420 1.0385 1.0274
R3 1.0367 1.0332 1.0260
R2 1.0314 1.0314 1.0255
R1 1.0279 1.0279 1.0250 1.0270
PP 1.0261 1.0261 1.0261 1.0256
S1 1.0226 1.0226 1.0240 1.0217
S2 1.0208 1.0208 1.0235
S3 1.0155 1.0173 1.0230
S4 1.0102 1.0120 1.0216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0268 1.0122 0.0146 1.4% 0.0001 0.0% 0% False True 2
10 1.0295 1.0122 0.0173 1.7% 0.0001 0.0% 0% False True 2
20 1.0406 1.0122 0.0284 2.8% 0.0001 0.0% 0% False True 1
40 1.0406 1.0122 0.0284 2.8% 0.0001 0.0% 0% False True 1
60 1.0406 1.0096 0.0310 3.1% 0.0000 0.0% 8% False False 1
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0122
2.618 1.0122
1.618 1.0122
1.000 1.0122
0.618 1.0122
HIGH 1.0122
0.618 1.0122
0.500 1.0122
0.382 1.0122
LOW 1.0122
0.618 1.0122
1.000 1.0122
1.618 1.0122
2.618 1.0122
4.250 1.0122
Fisher Pivots for day following 07-Feb-2013
Pivot 1 day 3 day
R1 1.0122 1.0186
PP 1.0122 1.0164
S1 1.0122 1.0143

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

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