CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 1.0298 1.0310 0.0012 0.1% 1.0071
High 1.0298 1.0310 0.0012 0.1% 1.0267
Low 1.0298 1.0310 0.0012 0.1% 1.0034
Close 1.0298 1.0310 0.0012 0.1% 1.0267
Range
ATR 0.0058 0.0055 -0.0003 -5.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0310 1.0310 1.0310
R3 1.0310 1.0310 1.0310
R2 1.0310 1.0310 1.0310
R1 1.0310 1.0310 1.0310 1.0310
PP 1.0310 1.0310 1.0310 1.0310
S1 1.0310 1.0310 1.0310 1.0310
S2 1.0310 1.0310 1.0310
S3 1.0310 1.0310 1.0310
S4 1.0310 1.0310 1.0310
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 1.0310 1.0131 0.0179 1.7% 0.0000 0.0% 100% True False 1
10 1.0310 1.0034 0.0276 2.7% 0.0001 0.0% 100% True False 1
20 1.0310 0.9934 0.0376 3.6% 0.0000 0.0% 100% True False 1
40 1.0310 0.9545 0.0765 7.4% 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 1.0310
2.618 1.0310
1.618 1.0310
1.000 1.0310
0.618 1.0310
HIGH 1.0310
0.618 1.0310
0.500 1.0310
0.382 1.0310
LOW 1.0310
0.618 1.0310
1.000 1.0310
1.618 1.0310
2.618 1.0310
4.250 1.0310
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 1.0310 1.0303
PP 1.0310 1.0296
S1 1.0310 1.0289

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

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