CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 1.0024 1.0044 0.0020 0.2% 0.9780
High 1.0024 1.0044 0.0020 0.2% 1.0024
Low 1.0024 1.0044 0.0020 0.2% 0.9780
Close 1.0024 1.0044 0.0020 0.2% 1.0024
Range
ATR 0.0064 0.0061 -0.0003 -4.9% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0044 1.0044 1.0044
R3 1.0044 1.0044 1.0044
R2 1.0044 1.0044 1.0044
R1 1.0044 1.0044 1.0044 1.0044
PP 1.0044 1.0044 1.0044 1.0044
S1 1.0044 1.0044 1.0044 1.0044
S2 1.0044 1.0044 1.0044
S3 1.0044 1.0044 1.0044
S4 1.0044 1.0044 1.0044
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 1.0044 0.9802 0.0242 2.4% 0.0000 0.0% 100% True False 2
10 1.0044 0.9780 0.0264 2.6% 0.0000 0.0% 100% True False 2
20 1.0044 0.9545 0.0499 5.0% 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 1.0044
2.618 1.0044
1.618 1.0044
1.000 1.0044
0.618 1.0044
HIGH 1.0044
0.618 1.0044
0.500 1.0044
0.382 1.0044
LOW 1.0044
0.618 1.0044
1.000 1.0044
1.618 1.0044
2.618 1.0044
4.250 1.0044
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 1.0044 1.0004
PP 1.0044 0.9963
S1 1.0044 0.9923

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

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