CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 1.0196 1.0184 -0.0012 -0.1% 1.0260
High 1.0196 1.0193 -0.0003 0.0% 1.0320
Low 1.0196 1.0184 -0.0012 -0.1% 1.0224
Close 1.0196 1.0193 -0.0003 0.0% 1.0224
Range 0.0000 0.0009 0.0009 0.0096
ATR 0.0039 0.0037 -0.0002 -4.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0217 1.0214 1.0198
R3 1.0208 1.0205 1.0195
R2 1.0199 1.0199 1.0195
R1 1.0196 1.0196 1.0194 1.0198
PP 1.0190 1.0190 1.0190 1.0191
S1 1.0187 1.0187 1.0192 1.0189
S2 1.0181 1.0181 1.0191
S3 1.0172 1.0178 1.0191
S4 1.0163 1.0169 1.0188
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0544 1.0480 1.0277
R3 1.0448 1.0384 1.0250
R2 1.0352 1.0352 1.0242
R1 1.0288 1.0288 1.0233 1.0272
PP 1.0256 1.0256 1.0256 1.0248
S1 1.0192 1.0192 1.0215 1.0176
S2 1.0160 1.0160 1.0206
S3 1.0064 1.0096 1.0198
S4 0.9968 1.0000 1.0171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0320 1.0184 0.0136 1.3% 0.0002 0.0% 7% False True 1
10 1.0322 1.0184 0.0138 1.4% 0.0001 0.0% 7% False True 1
20 1.0375 1.0184 0.0191 1.9% 0.0000 0.0% 5% False True 1
40 1.0375 0.9934 0.0441 4.3% 0.0000 0.0% 59% False False 1
60 1.0375 0.9545 0.0830 8.1% 0.0000 0.0% 78% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 1.0231
2.618 1.0217
1.618 1.0208
1.000 1.0202
0.618 1.0199
HIGH 1.0193
0.618 1.0190
0.500 1.0189
0.382 1.0187
LOW 1.0184
0.618 1.0178
1.000 1.0175
1.618 1.0169
2.618 1.0160
4.250 1.0146
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 1.0192 1.0204
PP 1.0190 1.0200
S1 1.0189 1.0197

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

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