CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 1.0197 1.0267 0.0070 0.7% 1.0071
High 1.0197 1.0267 0.0070 0.7% 1.0267
Low 1.0197 1.0267 0.0070 0.7% 1.0034
Close 1.0197 1.0267 0.0070 0.7% 1.0267
Range
ATR 0.0059 0.0060 0.0001 1.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0267 1.0267 1.0267
R3 1.0267 1.0267 1.0267
R2 1.0267 1.0267 1.0267
R1 1.0267 1.0267 1.0267 1.0267
PP 1.0267 1.0267 1.0267 1.0267
S1 1.0267 1.0267 1.0267 1.0267
S2 1.0267 1.0267 1.0267
S3 1.0267 1.0267 1.0267
S4 1.0267 1.0267 1.0267
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0888 1.0811 1.0395
R3 1.0655 1.0578 1.0331
R2 1.0422 1.0422 1.0310
R1 1.0345 1.0345 1.0288 1.0384
PP 1.0189 1.0189 1.0189 1.0209
S1 1.0112 1.0112 1.0246 1.0151
S2 0.9956 0.9956 1.0224
S3 0.9723 0.9879 1.0203
S4 0.9490 0.9646 1.0139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0267 1.0034 0.0233 2.3% 0.0000 0.0% 100% True False 1
10 1.0267 1.0034 0.0233 2.3% 0.0001 0.0% 100% True False 1
20 1.0267 0.9934 0.0333 3.2% 0.0000 0.0% 100% True False 1
40 1.0267 0.9492 0.0775 7.5% 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 1.0267
2.618 1.0267
1.618 1.0267
1.000 1.0267
0.618 1.0267
HIGH 1.0267
0.618 1.0267
0.500 1.0267
0.382 1.0267
LOW 1.0267
0.618 1.0267
1.000 1.0267
1.618 1.0267
2.618 1.0267
4.250 1.0267
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 1.0267 1.0244
PP 1.0267 1.0222
S1 1.0267 1.0199

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

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