CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 0.9763 0.9875 0.0112 1.1% 0.9677
High 0.9763 0.9875 0.0112 1.1% 0.9875
Low 0.9763 0.9875 0.0112 1.1% 0.9677
Close 0.9763 0.9875 0.0112 1.1% 0.9875
Range
ATR 0.0044 0.0049 0.0005 11.1% 0.0000
Volume 1 2 1 100.0% 9
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9875 0.9875 0.9875
R3 0.9875 0.9875 0.9875
R2 0.9875 0.9875 0.9875
R1 0.9875 0.9875 0.9875 0.9875
PP 0.9875 0.9875 0.9875 0.9875
S1 0.9875 0.9875 0.9875 0.9875
S2 0.9875 0.9875 0.9875
S3 0.9875 0.9875 0.9875
S4 0.9875 0.9875 0.9875
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0403 1.0337 0.9984
R3 1.0205 1.0139 0.9929
R2 1.0007 1.0007 0.9911
R1 0.9941 0.9941 0.9893 0.9974
PP 0.9809 0.9809 0.9809 0.9826
S1 0.9743 0.9743 0.9857 0.9776
S2 0.9611 0.9611 0.9839
S3 0.9413 0.9545 0.9821
S4 0.9215 0.9347 0.9766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9875 0.9677 0.0198 2.0% 0.0001 0.0% 100% True False 1
10 0.9875 0.9536 0.0339 3.4% 0.0001 0.0% 100% True False 1
20 0.9875 0.9492 0.0383 3.9% 0.0000 0.0% 100% True False 1
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 0.9875
2.618 0.9875
1.618 0.9875
1.000 0.9875
0.618 0.9875
HIGH 0.9875
0.618 0.9875
0.500 0.9875
0.382 0.9875
LOW 0.9875
0.618 0.9875
1.000 0.9875
1.618 0.9875
2.618 0.9875
4.250 0.9875
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 0.9875 0.9853
PP 0.9875 0.9832
S1 0.9875 0.9810

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

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