CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 0.9802 1.0024 0.0222 2.3% 0.9780
High 0.9802 1.0024 0.0222 2.3% 1.0024
Low 0.9802 1.0024 0.0222 2.3% 0.9780
Close 0.9802 1.0024 0.0222 2.3% 1.0024
Range
ATR 0.0052 0.0064 0.0012 23.5% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0024 1.0024 1.0024
R3 1.0024 1.0024 1.0024
R2 1.0024 1.0024 1.0024
R1 1.0024 1.0024 1.0024 1.0024
PP 1.0024 1.0024 1.0024 1.0024
S1 1.0024 1.0024 1.0024 1.0024
S2 1.0024 1.0024 1.0024
S3 1.0024 1.0024 1.0024
S4 1.0024 1.0024 1.0024
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0675 1.0593 1.0158
R3 1.0431 1.0349 1.0091
R2 1.0187 1.0187 1.0069
R1 1.0105 1.0105 1.0046 1.0146
PP 0.9943 0.9943 0.9943 0.9963
S1 0.9861 0.9861 1.0002 0.9902
S2 0.9699 0.9699 0.9979
S3 0.9455 0.9617 0.9957
S4 0.9211 0.9373 0.9890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0024 0.9780 0.0244 2.4% 0.0000 0.0% 100% True False 2
10 1.0024 0.9780 0.0244 2.4% 0.0000 0.0% 100% True False 2
20 1.0024 0.9536 0.0488 4.9% 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 1.0024
2.618 1.0024
1.618 1.0024
1.000 1.0024
0.618 1.0024
HIGH 1.0024
0.618 1.0024
0.500 1.0024
0.382 1.0024
LOW 1.0024
0.618 1.0024
1.000 1.0024
1.618 1.0024
2.618 1.0024
4.250 1.0024
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 1.0024 0.9987
PP 1.0024 0.9950
S1 1.0024 0.9913

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

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