CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 1.0108 1.0141 0.0033 0.3% 0.9987
High 1.0108 1.0146 0.0038 0.4% 1.0022
Low 1.0108 1.0141 0.0033 0.3% 0.9934
Close 1.0108 1.0146 0.0038 0.4% 1.0022
Range 0.0000 0.0005 0.0005 0.0088
ATR 0.0053 0.0052 -0.0001 -2.0% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0159 1.0158 1.0149
R3 1.0154 1.0153 1.0147
R2 1.0149 1.0149 1.0147
R1 1.0148 1.0148 1.0146 1.0149
PP 1.0144 1.0144 1.0144 1.0145
S1 1.0143 1.0143 1.0146 1.0144
S2 1.0139 1.0139 1.0145
S3 1.0134 1.0138 1.0145
S4 1.0129 1.0133 1.0143
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0257 1.0227 1.0070
R3 1.0169 1.0139 1.0046
R2 1.0081 1.0081 1.0038
R1 1.0051 1.0051 1.0030 1.0066
PP 0.9993 0.9993 0.9993 1.0000
S1 0.9963 0.9963 1.0014 0.9978
S2 0.9905 0.9905 1.0006
S3 0.9817 0.9875 0.9998
S4 0.9729 0.9787 0.9974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0146 0.9934 0.0212 2.1% 0.0001 0.0% 100% True False 2
10 1.0146 0.9934 0.0212 2.1% 0.0001 0.0% 100% True False 2
20 1.0146 0.9780 0.0366 3.6% 0.0000 0.0% 100% True False 2
40 1.0146 0.9492 0.0654 6.4% 0.0000 0.0% 100% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.0167
2.618 1.0159
1.618 1.0154
1.000 1.0151
0.618 1.0149
HIGH 1.0146
0.618 1.0144
0.500 1.0144
0.382 1.0143
LOW 1.0141
0.618 1.0138
1.000 1.0136
1.618 1.0133
2.618 1.0128
4.250 1.0120
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 1.0145 1.0130
PP 1.0144 1.0114
S1 1.0144 1.0099

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

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