CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 1.0058 1.0095 0.0037 0.4% 1.0196
High 1.0058 1.0095 0.0037 0.4% 1.0196
Low 1.0058 1.0010 -0.0048 -0.5% 1.0125
Close 1.0058 1.0027 -0.0031 -0.3% 1.0152
Range 0.0000 0.0085 0.0085 0.0071
ATR 0.0040 0.0043 0.0003 7.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0299 1.0248 1.0074
R3 1.0214 1.0163 1.0050
R2 1.0129 1.0129 1.0043
R1 1.0078 1.0078 1.0035 1.0061
PP 1.0044 1.0044 1.0044 1.0036
S1 0.9993 0.9993 1.0019 0.9976
S2 0.9959 0.9959 1.0011
S3 0.9874 0.9908 1.0004
S4 0.9789 0.9823 0.9980
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 1.0182 1.0010 0.0172 1.7% 0.0017 0.2% 10% False True 1
10 1.0320 1.0010 0.0310 3.1% 0.0009 0.1% 5% False True 1
20 1.0375 1.0010 0.0365 3.6% 0.0005 0.0% 5% False True 1
40 1.0375 0.9934 0.0441 4.4% 0.0002 0.0% 21% False False 1
60 1.0375 0.9727 0.0648 6.5% 0.0002 0.0% 46% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 1.0456
2.618 1.0318
1.618 1.0233
1.000 1.0180
0.618 1.0148
HIGH 1.0095
0.618 1.0063
0.500 1.0053
0.382 1.0042
LOW 1.0010
0.618 0.9957
1.000 0.9925
1.618 0.9872
2.618 0.9787
4.250 0.9649
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 1.0053 1.0081
PP 1.0044 1.0063
S1 1.0036 1.0045

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

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