CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 0.9677 0.9727 0.0050 0.5% 0.9536
High 0.9677 0.9727 0.0050 0.5% 0.9729
Low 0.9677 0.9727 0.0050 0.5% 0.9536
Close 0.9677 0.9727 0.0050 0.5% 0.9695
Range
ATR 0.0048 0.0048 0.0000 0.3% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9727 0.9727 0.9727
R3 0.9727 0.9727 0.9727
R2 0.9727 0.9727 0.9727
R1 0.9727 0.9727 0.9727 0.9727
PP 0.9727 0.9727 0.9727 0.9727
S1 0.9727 0.9727 0.9727 0.9727
S2 0.9727 0.9727 0.9727
S3 0.9727 0.9727 0.9727
S4 0.9727 0.9727 0.9727
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0232 1.0157 0.9801
R3 1.0039 0.9964 0.9748
R2 0.9846 0.9846 0.9730
R1 0.9771 0.9771 0.9713 0.9809
PP 0.9653 0.9653 0.9653 0.9672
S1 0.9578 0.9578 0.9677 0.9616
S2 0.9460 0.9460 0.9660
S3 0.9267 0.9385 0.9642
S4 0.9074 0.9192 0.9589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9729 0.9677 0.0052 0.5% 0.0000 0.0% 96% False False 2
10 0.9729 0.9492 0.0237 2.4% 0.0000 0.0% 99% False False 2
20 0.9729 0.9492 0.0237 2.4% 0.0000 0.0% 99% 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 0.9727
2.618 0.9727
1.618 0.9727
1.000 0.9727
0.618 0.9727
HIGH 0.9727
0.618 0.9727
0.500 0.9727
0.382 0.9727
LOW 0.9727
0.618 0.9727
1.000 0.9727
1.618 0.9727
2.618 0.9727
4.250 0.9727
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 0.9727 0.9719
PP 0.9727 0.9710
S1 0.9727 0.9702

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

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