CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 0.9987 0.9975 -0.0012 -0.1% 1.0044
High 0.9987 0.9975 -0.0012 -0.1% 1.0076
Low 0.9987 0.9975 -0.0012 -0.1% 0.9980
Close 0.9987 0.9975 -0.0012 -0.1% 0.9980
Range
ATR 0.0054 0.0051 -0.0003 -5.6% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9975 0.9975 0.9975
R3 0.9975 0.9975 0.9975
R2 0.9975 0.9975 0.9975
R1 0.9975 0.9975 0.9975 0.9975
PP 0.9975 0.9975 0.9975 0.9975
S1 0.9975 0.9975 0.9975 0.9975
S2 0.9975 0.9975 0.9975
S3 0.9975 0.9975 0.9975
S4 0.9975 0.9975 0.9975
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0300 1.0236 1.0033
R3 1.0204 1.0140 1.0006
R2 1.0108 1.0108 0.9998
R1 1.0044 1.0044 0.9989 1.0028
PP 1.0012 1.0012 1.0012 1.0004
S1 0.9948 0.9948 0.9971 0.9932
S2 0.9916 0.9916 0.9962
S3 0.9820 0.9852 0.9954
S4 0.9724 0.9756 0.9927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0076 0.9975 0.0101 1.0% 0.0000 0.0% 0% False True 2
10 1.0076 0.9802 0.0274 2.7% 0.0000 0.0% 63% False False 2
20 1.0076 0.9727 0.0349 3.5% 0.0000 0.0% 71% 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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.9975
2.618 0.9975
1.618 0.9975
1.000 0.9975
0.618 0.9975
HIGH 0.9975
0.618 0.9975
0.500 0.9975
0.382 0.9975
LOW 0.9975
0.618 0.9975
1.000 0.9975
1.618 0.9975
2.618 0.9975
4.250 0.9975
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 0.9975 0.9981
PP 0.9975 0.9979
S1 0.9975 0.9977

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

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