CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 1.0172 1.0138 -0.0034 -0.3% 1.0129
High 1.0196 1.0138 -0.0058 -0.6% 1.0196
Low 1.0172 1.0138 -0.0034 -0.3% 1.0087
Close 1.0196 1.0138 -0.0058 -0.6% 1.0138
Range 0.0024 0.0000 -0.0024 -100.0% 0.0109
ATR 0.0036 0.0037 0.0002 4.5% 0.0000
Volume 2 1 -1 -50.0% 8
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0138 1.0138 1.0138
R3 1.0138 1.0138 1.0138
R2 1.0138 1.0138 1.0138
R1 1.0138 1.0138 1.0138 1.0138
PP 1.0138 1.0138 1.0138 1.0138
S1 1.0138 1.0138 1.0138 1.0138
S2 1.0138 1.0138 1.0138
S3 1.0138 1.0138 1.0138
S4 1.0138 1.0138 1.0138
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0467 1.0412 1.0198
R3 1.0358 1.0303 1.0168
R2 1.0249 1.0249 1.0158
R1 1.0194 1.0194 1.0148 1.0222
PP 1.0140 1.0140 1.0140 1.0154
S1 1.0085 1.0085 1.0128 1.0113
S2 1.0031 1.0031 1.0118
S3 0.9922 0.9976 1.0108
S4 0.9813 0.9867 1.0078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0196 1.0087 0.0109 1.1% 0.0021 0.2% 47% False False 1
10 1.0268 1.0087 0.0181 1.8% 0.0011 0.1% 28% False False 1
20 1.0390 1.0087 0.0303 3.0% 0.0006 0.1% 17% False False 2
40 1.0406 1.0087 0.0319 3.1% 0.0003 0.0% 16% False False 1
60 1.0406 1.0087 0.0319 3.1% 0.0002 0.0% 16% False False 1
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0138
2.618 1.0138
1.618 1.0138
1.000 1.0138
0.618 1.0138
HIGH 1.0138
0.618 1.0138
0.500 1.0138
0.382 1.0138
LOW 1.0138
0.618 1.0138
1.000 1.0138
1.618 1.0138
2.618 1.0138
4.250 1.0138
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 1.0138 1.0167
PP 1.0138 1.0157
S1 1.0138 1.0148

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

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