CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 19-Feb-2013
Day Change Summary
Previous Current
15-Feb-2013 19-Feb-2013 Change Change % Previous Week
Open 1.0340 1.0265 -0.0075 -0.7% 1.0284
High 1.0353 1.0348 -0.0005 0.0% 1.0353
Low 1.0265 1.0252 -0.0013 -0.1% 1.0200
Close 1.0270 1.0340 0.0070 0.7% 1.0270
Range 0.0088 0.0096 0.0008 9.1% 0.0153
ATR 0.0072 0.0074 0.0002 2.4% 0.0000
Volume 77,177 111,929 34,752 45.0% 367,013
Daily Pivots for day following 19-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0601 1.0567 1.0393
R3 1.0505 1.0471 1.0366
R2 1.0409 1.0409 1.0358
R1 1.0375 1.0375 1.0349 1.0392
PP 1.0313 1.0313 1.0313 1.0322
S1 1.0279 1.0279 1.0331 1.0296
S2 1.0217 1.0217 1.0322
S3 1.0121 1.0183 1.0314
S4 1.0025 1.0087 1.0287
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0733 1.0655 1.0354
R3 1.0580 1.0502 1.0312
R2 1.0427 1.0427 1.0298
R1 1.0349 1.0349 1.0284 1.0312
PP 1.0274 1.0274 1.0274 1.0256
S1 1.0196 1.0196 1.0256 1.0159
S2 1.0121 1.0121 1.0242
S3 0.9968 1.0043 1.0228
S4 0.9815 0.9890 1.0186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0353 1.0200 0.0153 1.5% 0.0078 0.8% 92% False False 83,317
10 1.0435 1.0200 0.0235 2.3% 0.0082 0.8% 60% False False 90,807
20 1.0535 1.0200 0.0335 3.2% 0.0075 0.7% 42% False False 91,093
40 1.0547 1.0200 0.0347 3.4% 0.0069 0.7% 40% False False 83,162
60 1.0547 1.0200 0.0347 3.4% 0.0065 0.6% 40% False False 66,204
80 1.0547 1.0144 0.0403 3.9% 0.0060 0.6% 49% False False 49,674
100 1.0547 1.0025 0.0522 5.0% 0.0059 0.6% 60% False False 39,748
120 1.0547 1.0010 0.0537 5.2% 0.0054 0.5% 61% False False 33,127
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 0.0019
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0756
2.618 1.0599
1.618 1.0503
1.000 1.0444
0.618 1.0407
HIGH 1.0348
0.618 1.0311
0.500 1.0300
0.382 1.0289
LOW 1.0252
0.618 1.0193
1.000 1.0156
1.618 1.0097
2.618 1.0001
4.250 0.9844
Fisher Pivots for day following 19-Feb-2013
Pivot 1 day 3 day
R1 1.0327 1.0328
PP 1.0313 1.0315
S1 1.0300 1.0303

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

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