CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 1.0171 1.0071 -0.0100 -1.0% 1.0051
High 1.0171 1.0071 -0.0100 -1.0% 1.0225
Low 1.0171 1.0071 -0.0100 -1.0% 1.0051
Close 1.0171 1.0071 -0.0100 -1.0% 1.0171
Range
ATR 0.0054 0.0057 0.0003 6.1% 0.0000
Volume 1 1 0 0.0% 8
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0071 1.0071 1.0071
R3 1.0071 1.0071 1.0071
R2 1.0071 1.0071 1.0071
R1 1.0071 1.0071 1.0071 1.0071
PP 1.0071 1.0071 1.0071 1.0071
S1 1.0071 1.0071 1.0071 1.0071
S2 1.0071 1.0071 1.0071
S3 1.0071 1.0071 1.0071
S4 1.0071 1.0071 1.0071
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0671 1.0595 1.0267
R3 1.0497 1.0421 1.0219
R2 1.0323 1.0323 1.0203
R1 1.0247 1.0247 1.0187 1.0285
PP 1.0149 1.0149 1.0149 1.0168
S1 1.0073 1.0073 1.0155 1.0111
S2 0.9975 0.9975 1.0139
S3 0.9801 0.9899 1.0123
S4 0.9627 0.9725 1.0075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0225 1.0071 0.0154 1.5% 0.0001 0.0% 0% False True 1
10 1.0225 0.9934 0.0291 2.9% 0.0001 0.0% 47% False False 1
20 1.0225 0.9780 0.0445 4.4% 0.0000 0.0% 65% False False 1
40 1.0225 0.9492 0.0733 7.3% 0.0000 0.0% 79% 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 1.0071
2.618 1.0071
1.618 1.0071
1.000 1.0071
0.618 1.0071
HIGH 1.0071
0.618 1.0071
0.500 1.0071
0.382 1.0071
LOW 1.0071
0.618 1.0071
1.000 1.0071
1.618 1.0071
2.618 1.0071
4.250 1.0071
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 1.0071 1.0148
PP 1.0071 1.0122
S1 1.0071 1.0097

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

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