CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 1.0233 1.0251 0.0018 0.2% 1.0076
High 1.0257 1.0310 0.0053 0.5% 1.0263
Low 1.0233 1.0234 0.0001 0.0% 1.0076
Close 1.0246 1.0310 0.0064 0.6% 1.0263
Range 0.0024 0.0076 0.0052 216.7% 0.0187
ATR 0.0041 0.0043 0.0003 6.1% 0.0000
Volume 9 23 14 155.6% 13
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0513 1.0487 1.0352
R3 1.0437 1.0411 1.0331
R2 1.0361 1.0361 1.0324
R1 1.0335 1.0335 1.0317 1.0348
PP 1.0285 1.0285 1.0285 1.0291
S1 1.0259 1.0259 1.0303 1.0272
S2 1.0209 1.0209 1.0296
S3 1.0133 1.0183 1.0289
S4 1.0057 1.0107 1.0268
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0762 1.0699 1.0366
R3 1.0575 1.0512 1.0314
R2 1.0388 1.0388 1.0297
R1 1.0325 1.0325 1.0280 1.0357
PP 1.0201 1.0201 1.0201 1.0216
S1 1.0138 1.0138 1.0246 1.0170
S2 1.0014 1.0014 1.0229
S3 0.9827 0.9951 1.0212
S4 0.9640 0.9764 1.0160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0310 1.0215 0.0095 0.9% 0.0029 0.3% 100% True False 8
10 1.0310 1.0068 0.0242 2.3% 0.0033 0.3% 100% True False 5
20 1.0310 1.0040 0.0270 2.6% 0.0024 0.2% 100% True False 5
40 1.0320 1.0040 0.0280 2.7% 0.0018 0.2% 96% False False 3
60 1.0406 1.0040 0.0366 3.5% 0.0012 0.1% 74% False False 2
80 1.0406 1.0040 0.0366 3.5% 0.0009 0.1% 74% False False 2
100 1.0406 1.0040 0.0366 3.5% 0.0007 0.1% 74% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 1.0633
2.618 1.0509
1.618 1.0433
1.000 1.0386
0.618 1.0357
HIGH 1.0310
0.618 1.0281
0.500 1.0272
0.382 1.0263
LOW 1.0234
0.618 1.0187
1.000 1.0158
1.618 1.0111
2.618 1.0035
4.250 0.9911
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 1.0297 1.0294
PP 1.0285 1.0278
S1 1.0272 1.0263

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

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