CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 0.9513 0.9542 0.0029 0.3% 0.9654
High 0.9513 0.9542 0.0029 0.3% 0.9654
Low 0.9513 0.9542 0.0029 0.3% 0.9513
Close 0.9513 0.9542 0.0029 0.3% 0.9563
Range
ATR
Volume 2 2 0 0.0% 10
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 0.9542 0.9542 0.9542
R3 0.9542 0.9542 0.9542
R2 0.9542 0.9542 0.9542
R1 0.9542 0.9542 0.9542 0.9542
PP 0.9542 0.9542 0.9542 0.9542
S1 0.9542 0.9542 0.9542 0.9542
S2 0.9542 0.9542 0.9542
S3 0.9542 0.9542 0.9542
S4 0.9542 0.9542 0.9542
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.0000 0.9922 0.9641
R3 0.9859 0.9781 0.9602
R2 0.9718 0.9718 0.9589
R1 0.9640 0.9640 0.9576 0.9609
PP 0.9577 0.9577 0.9577 0.9561
S1 0.9499 0.9499 0.9550 0.9468
S2 0.9436 0.9436 0.9537
S3 0.9295 0.9358 0.9524
S4 0.9154 0.9217 0.9485
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9633 0.9513 0.0120 1.3% 0.0000 0.0% 24% False False 2
10 0.9691 0.9513 0.0178 1.9% 0.0000 0.0% 16% False False 2
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 0.9542
2.618 0.9542
1.618 0.9542
1.000 0.9542
0.618 0.9542
HIGH 0.9542
0.618 0.9542
0.500 0.9542
0.382 0.9542
LOW 0.9542
0.618 0.9542
1.000 0.9542
1.618 0.9542
2.618 0.9542
4.250 0.9542
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 0.9542 0.9573
PP 0.9542 0.9563
S1 0.9542 0.9552

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

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