CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 1.0192 1.0185 -0.0007 -0.1% 1.0059
High 1.0192 1.0185 -0.0007 -0.1% 1.0192
Low 1.0192 1.0185 -0.0007 -0.1% 1.0059
Close 1.0192 1.0185 -0.0007 -0.1% 1.0192
Range
ATR 0.0035 0.0033 -0.0002 -5.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0185 1.0185 1.0185
R3 1.0185 1.0185 1.0185
R2 1.0185 1.0185 1.0185
R1 1.0185 1.0185 1.0185 1.0185
PP 1.0185 1.0185 1.0185 1.0185
S1 1.0185 1.0185 1.0185 1.0185
S2 1.0185 1.0185 1.0185
S3 1.0185 1.0185 1.0185
S4 1.0185 1.0185 1.0185
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0547 1.0502 1.0265
R3 1.0414 1.0369 1.0229
R2 1.0281 1.0281 1.0216
R1 1.0236 1.0236 1.0204 1.0259
PP 1.0148 1.0148 1.0148 1.0159
S1 1.0103 1.0103 1.0180 1.0126
S2 1.0015 1.0015 1.0168
S3 0.9882 0.9970 1.0155
S4 0.9749 0.9837 1.0119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0192 1.0096 0.0096 0.9% 0.0001 0.0% 93% False False 1
10 1.0192 1.0025 0.0167 1.6% 0.0003 0.0% 96% False False 1
20 1.0192 0.9987 0.0205 2.0% 0.0002 0.0% 97% False False 6
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.0185
2.618 1.0185
1.618 1.0185
1.000 1.0185
0.618 1.0185
HIGH 1.0185
0.618 1.0185
0.500 1.0185
0.382 1.0185
LOW 1.0185
0.618 1.0185
1.000 1.0185
1.618 1.0185
2.618 1.0185
4.250 1.0185
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 1.0185 1.0183
PP 1.0185 1.0181
S1 1.0185 1.0179

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

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