CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 0.9536 0.9545 0.0009 0.1% 0.9633
High 0.9536 0.9545 0.0009 0.1% 0.9633
Low 0.9536 0.9545 0.0009 0.1% 0.9492
Close 0.9536 0.9545 0.0009 0.1% 0.9492
Range
ATR 0.0048 0.0045 -0.0003 -5.8% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9545 0.9545 0.9545
R3 0.9545 0.9545 0.9545
R2 0.9545 0.9545 0.9545
R1 0.9545 0.9545 0.9545 0.9545
PP 0.9545 0.9545 0.9545 0.9545
S1 0.9545 0.9545 0.9545 0.9545
S2 0.9545 0.9545 0.9545
S3 0.9545 0.9545 0.9545
S4 0.9545 0.9545 0.9545
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9962 0.9868 0.9570
R3 0.9821 0.9727 0.9531
R2 0.9680 0.9680 0.9518
R1 0.9586 0.9586 0.9505 0.9563
PP 0.9539 0.9539 0.9539 0.9527
S1 0.9445 0.9445 0.9479 0.9422
S2 0.9398 0.9398 0.9466
S3 0.9257 0.9304 0.9453
S4 0.9116 0.9163 0.9414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9545 0.9492 0.0053 0.6% 0.0000 0.0% 100% True False 2
10 0.9633 0.9492 0.0141 1.5% 0.0000 0.0% 38% 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 0.9545
2.618 0.9545
1.618 0.9545
1.000 0.9545
0.618 0.9545
HIGH 0.9545
0.618 0.9545
0.500 0.9545
0.382 0.9545
LOW 0.9545
0.618 0.9545
1.000 0.9545
1.618 0.9545
2.618 0.9545
4.250 0.9545
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 0.9545 0.9536
PP 0.9545 0.9527
S1 0.9545 0.9519

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

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