CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 22-Apr-2013
Day Change Summary
Previous Current
19-Apr-2013 22-Apr-2013 Change Change % Previous Week
Open 1.0181 1.0168 -0.0013 -0.1% 1.0395
High 1.0237 1.0190 -0.0047 -0.5% 1.0399
Low 1.0165 1.0130 -0.0035 -0.3% 1.0155
Close 1.0168 1.0158 -0.0010 -0.1% 1.0168
Range 0.0072 0.0060 -0.0012 -16.7% 0.0244
ATR 0.0069 0.0069 -0.0001 -1.0% 0.0000
Volume 157 311 154 98.1% 1,107
Daily Pivots for day following 22-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0339 1.0309 1.0191
R3 1.0279 1.0249 1.0175
R2 1.0219 1.0219 1.0169
R1 1.0189 1.0189 1.0164 1.0174
PP 1.0159 1.0159 1.0159 1.0152
S1 1.0129 1.0129 1.0153 1.0114
S2 1.0099 1.0099 1.0147
S3 1.0039 1.0069 1.0142
S4 0.9979 1.0009 1.0125
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0973 1.0814 1.0302
R3 1.0729 1.0570 1.0235
R2 1.0485 1.0485 1.0213
R1 1.0326 1.0326 1.0190 1.0284
PP 1.0241 1.0241 1.0241 1.0219
S1 1.0082 1.0082 1.0146 1.0040
S2 0.9997 0.9997 1.0123
S3 0.9753 0.9838 1.0101
S4 0.9509 0.9594 1.0034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0279 1.0130 0.0149 1.5% 0.0075 0.7% 19% False True 249
10 1.0454 1.0130 0.0324 3.2% 0.0088 0.9% 9% False True 180
20 1.0454 1.0130 0.0324 3.2% 0.0066 0.7% 9% False True 113
40 1.0454 1.0040 0.0414 4.1% 0.0046 0.4% 29% False False 60
60 1.0454 1.0040 0.0414 4.1% 0.0034 0.3% 29% False False 40
80 1.0454 1.0040 0.0414 4.1% 0.0026 0.3% 29% False False 30
100 1.0454 1.0040 0.0414 4.1% 0.0021 0.2% 29% False False 24
120 1.0454 1.0040 0.0414 4.1% 0.0017 0.2% 29% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0445
2.618 1.0347
1.618 1.0287
1.000 1.0250
0.618 1.0227
HIGH 1.0190
0.618 1.0167
0.500 1.0160
0.382 1.0153
LOW 1.0130
0.618 1.0093
1.000 1.0070
1.618 1.0033
2.618 0.9973
4.250 0.9875
Fisher Pivots for day following 22-Apr-2013
Pivot 1 day 3 day
R1 1.0160 1.0184
PP 1.0159 1.0175
S1 1.0159 1.0167

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

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