CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 0.9865 0.9862 -0.0003 0.0% 0.9908
High 0.9865 0.9862 -0.0003 0.0% 0.9973
Low 0.9865 0.9862 -0.0003 0.0% 0.9834
Close 0.9865 0.9862 -0.0003 0.0% 0.9862
Range
ATR 0.0055 0.0051 -0.0004 -6.8% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9862 0.9862 0.9862
R3 0.9862 0.9862 0.9862
R2 0.9862 0.9862 0.9862
R1 0.9862 0.9862 0.9862 0.9862
PP 0.9862 0.9862 0.9862 0.9862
S1 0.9862 0.9862 0.9862 0.9862
S2 0.9862 0.9862 0.9862
S3 0.9862 0.9862 0.9862
S4 0.9862 0.9862 0.9862
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0307 1.0223 0.9938
R3 1.0168 1.0084 0.9900
R2 1.0029 1.0029 0.9887
R1 0.9945 0.9945 0.9875 0.9918
PP 0.9890 0.9890 0.9890 0.9876
S1 0.9806 0.9806 0.9849 0.9779
S2 0.9751 0.9751 0.9837
S3 0.9612 0.9667 0.9824
S4 0.9473 0.9528 0.9786
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9865 0.9780 0.0085 0.9% 0.0000 0.0% 96% False False 2
10 0.9973 0.9763 0.0210 2.1% 0.0000 0.0% 47% False False 1
20 0.9973 0.9492 0.0481 4.9% 0.0000 0.0% 77% False 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.9862
2.618 0.9862
1.618 0.9862
1.000 0.9862
0.618 0.9862
HIGH 0.9862
0.618 0.9862
0.500 0.9862
0.382 0.9862
LOW 0.9862
0.618 0.9862
1.000 0.9862
1.618 0.9862
2.618 0.9862
4.250 0.9862
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 0.9862 0.9849
PP 0.9862 0.9836
S1 0.9862 0.9823

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

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