CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 1.0012 0.9934 -0.0078 -0.8% 1.0044
High 1.0012 0.9934 -0.0078 -0.8% 1.0076
Low 1.0012 0.9934 -0.0078 -0.8% 0.9980
Close 1.0012 0.9934 -0.0078 -0.8% 0.9980
Range
ATR 0.0050 0.0052 0.0002 4.0% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 0.9934 0.9934 0.9934
R3 0.9934 0.9934 0.9934
R2 0.9934 0.9934 0.9934
R1 0.9934 0.9934 0.9934 0.9934
PP 0.9934 0.9934 0.9934 0.9934
S1 0.9934 0.9934 0.9934 0.9934
S2 0.9934 0.9934 0.9934
S3 0.9934 0.9934 0.9934
S4 0.9934 0.9934 0.9934
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 1.0012 0.9934 0.0078 0.8% 0.0000 0.0% 0% False True 2
10 1.0076 0.9802 0.0274 2.8% 0.0000 0.0% 48% False False 2
20 1.0076 0.9763 0.0313 3.2% 0.0000 0.0% 55% False False 1
40 1.0076 0.9492 0.0584 5.9% 0.0000 0.0% 76% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.9934
2.618 0.9934
1.618 0.9934
1.000 0.9934
0.618 0.9934
HIGH 0.9934
0.618 0.9934
0.500 0.9934
0.382 0.9934
LOW 0.9934
0.618 0.9934
1.000 0.9934
1.618 0.9934
2.618 0.9934
4.250 0.9934
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 0.9934 0.9973
PP 0.9934 0.9960
S1 0.9934 0.9947

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

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