CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 23-Apr-2013

Day Change Summary
	Previous	Current
	22-Apr-2013	23-Apr-2013	Change	Change %	Previous Week
Open	1.0086	1.0060	-0.0026	-0.3%	1.0137
High	1.0095	1.0106	0.0011	0.1%	1.0199
Low	1.0076	1.0060	-0.0016	-0.2%	1.0104
Close	1.0095	1.0084	-0.0011	-0.1%	1.0104
Range	0.0019	0.0046	0.0027	142.1%	0.0095
ATR	0.0042	0.0042	0.0000	0.7%	0.0000
Volume	2	2	0	0.0%	5

Daily Pivots for day following 23-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0221	1.0199	1.0109
R3	1.0175	1.0153	1.0097
R2	1.0129	1.0129	1.0092
R1	1.0107	1.0107	1.0088	1.0118
PP	1.0083	1.0083	1.0083	1.0089
S1	1.0061	1.0061	1.0080	1.0072
S2	1.0037	1.0037	1.0076
S3	0.9991	1.0015	1.0071
S4	0.9945	0.9969	1.0059

Weekly Pivots for week ending 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0421	1.0357	1.0156
R3	1.0326	1.0262	1.0130
R2	1.0231	1.0231	1.0121
R1	1.0167	1.0167	1.0113	1.0152
PP	1.0136	1.0136	1.0136	1.0128
S1	1.0072	1.0072	1.0095	1.0057
S2	1.0041	1.0041	1.0087
S3	0.9946	0.9977	1.0078
S4	0.9851	0.9882	1.0052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0116	1.0060	0.0056	0.6%	0.0016	0.2%	43%	False	True	1
10	1.0359	1.0060	0.0299	3.0%	0.0009	0.1%	8%	False	True	1
20	1.0359	1.0060	0.0299	3.0%	0.0007	0.1%	8%	False	True	1
40	1.0359	0.9987	0.0372	3.7%	0.0004	0.0%	26%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	1.0302
2.618	1.0226
1.618	1.0180
1.000	1.0152
0.618	1.0134
HIGH	1.0106
0.618	1.0088
0.500	1.0083
0.382	1.0078
LOW	1.0060
0.618	1.0032
1.000	1.0014
1.618	0.9986
2.618	0.9940
4.250	0.9865

Fisher Pivots for day following 23-Apr-2013
Pivot	1 day	3 day
R1	1.0084	1.0088
PP	1.0083	1.0087
S1	1.0083	1.0085

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols