CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 1.0125 1.0152 0.0027 0.3% 1.0196
High 1.0125 1.0152 0.0027 0.3% 1.0196
Low 1.0125 1.0152 0.0027 0.3% 1.0125
Close 1.0125 1.0152 0.0027 0.3% 1.0152
Range
ATR 0.0037 0.0036 -0.0001 -1.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0152 1.0152 1.0152
R3 1.0152 1.0152 1.0152
R2 1.0152 1.0152 1.0152
R1 1.0152 1.0152 1.0152 1.0152
PP 1.0152 1.0152 1.0152 1.0152
S1 1.0152 1.0152 1.0152 1.0152
S2 1.0152 1.0152 1.0152
S3 1.0152 1.0152 1.0152
S4 1.0152 1.0152 1.0152
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0371 1.0332 1.0191
R3 1.0300 1.0261 1.0172
R2 1.0229 1.0229 1.0165
R1 1.0190 1.0190 1.0159 1.0174
PP 1.0158 1.0158 1.0158 1.0150
S1 1.0119 1.0119 1.0145 1.0103
S2 1.0087 1.0087 1.0139
S3 1.0016 1.0048 1.0132
S4 0.9945 0.9977 1.0113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0196 1.0125 0.0071 0.7% 0.0002 0.0% 38% False False 1
10 1.0320 1.0125 0.0195 1.9% 0.0001 0.0% 14% False False 1
20 1.0375 1.0125 0.0250 2.5% 0.0000 0.0% 11% False False 1
40 1.0375 0.9934 0.0441 4.3% 0.0000 0.0% 49% False False 1
60 1.0375 0.9677 0.0698 6.9% 0.0000 0.0% 68% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0152
2.618 1.0152
1.618 1.0152
1.000 1.0152
0.618 1.0152
HIGH 1.0152
0.618 1.0152
0.500 1.0152
0.382 1.0152
LOW 1.0152
0.618 1.0152
1.000 1.0152
1.618 1.0152
2.618 1.0152
4.250 1.0152
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 1.0152 1.0154
PP 1.0152 1.0153
S1 1.0152 1.0153

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

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