CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 1.0310 1.0322 0.0012 0.1% 1.0374
High 1.0310 1.0322 0.0012 0.1% 1.0375
Low 1.0310 1.0322 0.0012 0.1% 1.0350
Close 1.0310 1.0322 0.0012 0.1% 1.0367
Range
ATR 0.0039 0.0037 -0.0002 -4.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0322 1.0322 1.0322
R3 1.0322 1.0322 1.0322
R2 1.0322 1.0322 1.0322
R1 1.0322 1.0322 1.0322 1.0322
PP 1.0322 1.0322 1.0322 1.0322
S1 1.0322 1.0322 1.0322 1.0322
S2 1.0322 1.0322 1.0322
S3 1.0322 1.0322 1.0322
S4 1.0322 1.0322 1.0322
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0439 1.0428 1.0381
R3 1.0414 1.0403 1.0374
R2 1.0389 1.0389 1.0372
R1 1.0378 1.0378 1.0369 1.0371
PP 1.0364 1.0364 1.0364 1.0361
S1 1.0353 1.0353 1.0365 1.0346
S2 1.0339 1.0339 1.0362
S3 1.0314 1.0328 1.0360
S4 1.0289 1.0303 1.0353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0367 1.0301 0.0066 0.6% 0.0000 0.0% 32% False False 1
10 1.0375 1.0301 0.0074 0.7% 0.0000 0.0% 28% False False 1
20 1.0375 1.0034 0.0341 3.3% 0.0000 0.0% 84% False False 1
40 1.0375 0.9780 0.0595 5.8% 0.0000 0.0% 91% False False 1
60 1.0375 0.9492 0.0883 8.6% 0.0000 0.0% 94% 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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0322
2.618 1.0322
1.618 1.0322
1.000 1.0322
0.618 1.0322
HIGH 1.0322
0.618 1.0322
0.500 1.0322
0.382 1.0322
LOW 1.0322
0.618 1.0322
1.000 1.0322
1.618 1.0322
2.618 1.0322
4.250 1.0322
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 1.0322 1.0319
PP 1.0322 1.0315
S1 1.0322 1.0312

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

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