CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 11-Apr-2013
Day Change Summary
Previous Current
10-Apr-2013 11-Apr-2013 Change Change % Previous Week
Open 1.0362 1.0419 0.0057 0.6% 1.0282
High 1.0419 1.0454 0.0035 0.3% 1.0359
Low 1.0360 1.0390 0.0030 0.3% 1.0236
Close 1.0417 1.0427 0.0010 0.1% 1.0261
Range 0.0059 0.0064 0.0005 8.5% 0.0123
ATR 0.0051 0.0052 0.0001 1.7% 0.0000
Volume 90 55 -35 -38.9% 205
Daily Pivots for day following 11-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0616 1.0585 1.0462
R3 1.0552 1.0521 1.0445
R2 1.0488 1.0488 1.0439
R1 1.0457 1.0457 1.0433 1.0473
PP 1.0424 1.0424 1.0424 1.0431
S1 1.0393 1.0393 1.0421 1.0409
S2 1.0360 1.0360 1.0415
S3 1.0296 1.0329 1.0409
S4 1.0232 1.0265 1.0392
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0654 1.0581 1.0329
R3 1.0531 1.0458 1.0295
R2 1.0408 1.0408 1.0284
R1 1.0335 1.0335 1.0272 1.0310
PP 1.0285 1.0285 1.0285 1.0273
S1 1.0212 1.0212 1.0250 1.0187
S2 1.0162 1.0162 1.0238
S3 1.0039 1.0089 1.0227
S4 0.9916 0.9966 1.0193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0454 1.0230 0.0224 2.1% 0.0068 0.7% 88% True False 102
10 1.0454 1.0230 0.0224 2.1% 0.0055 0.5% 88% True False 74
20 1.0454 1.0185 0.0269 2.6% 0.0044 0.4% 90% True False 44
40 1.0454 1.0040 0.0414 4.0% 0.0033 0.3% 93% True False 23
60 1.0454 1.0040 0.0414 4.0% 0.0023 0.2% 93% True False 16
80 1.0454 1.0040 0.0414 4.0% 0.0017 0.2% 93% True False 12
100 1.0454 1.0040 0.0414 4.0% 0.0014 0.1% 93% True False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0726
2.618 1.0622
1.618 1.0558
1.000 1.0518
0.618 1.0494
HIGH 1.0454
0.618 1.0430
0.500 1.0422
0.382 1.0414
LOW 1.0390
0.618 1.0350
1.000 1.0326
1.618 1.0286
2.618 1.0222
4.250 1.0118
Fisher Pivots for day following 11-Apr-2013
Pivot 1 day 3 day
R1 1.0425 1.0410
PP 1.0424 1.0392
S1 1.0422 1.0375

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

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