CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 1.0254 1.0351 0.0097 0.9% 1.0298
High 1.0254 1.0351 0.0097 0.9% 1.0351
Low 1.0254 1.0351 0.0097 0.9% 1.0254
Close 1.0254 1.0351 0.0097 0.9% 1.0351
Range
ATR 0.0051 0.0054 0.0003 6.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0351 1.0351 1.0351
R3 1.0351 1.0351 1.0351
R2 1.0351 1.0351 1.0351
R1 1.0351 1.0351 1.0351 1.0351
PP 1.0351 1.0351 1.0351 1.0351
S1 1.0351 1.0351 1.0351 1.0351
S2 1.0351 1.0351 1.0351
S3 1.0351 1.0351 1.0351
S4 1.0351 1.0351 1.0351
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0610 1.0577 1.0404
R3 1.0513 1.0480 1.0378
R2 1.0416 1.0416 1.0369
R1 1.0383 1.0383 1.0360 1.0400
PP 1.0319 1.0319 1.0319 1.0327
S1 1.0286 1.0286 1.0342 1.0303
S2 1.0222 1.0222 1.0333
S3 1.0125 1.0189 1.0324
S4 1.0028 1.0092 1.0298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0351 1.0254 0.0097 0.9% 0.0000 0.0% 100% True False 1
10 1.0351 1.0034 0.0317 3.1% 0.0000 0.0% 100% True False 1
20 1.0351 0.9934 0.0417 4.0% 0.0000 0.0% 100% True False 1
40 1.0351 0.9677 0.0674 6.5% 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 1.0351
2.618 1.0351
1.618 1.0351
1.000 1.0351
0.618 1.0351
HIGH 1.0351
0.618 1.0351
0.500 1.0351
0.382 1.0351
LOW 1.0351
0.618 1.0351
1.000 1.0351
1.618 1.0351
2.618 1.0351
4.250 1.0351
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 1.0351 1.0335
PP 1.0351 1.0319
S1 1.0351 1.0303

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

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