CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 1.0180 1.0204 0.0024 0.2% 1.0238
High 1.0180 1.0204 0.0024 0.2% 1.0242
Low 1.0180 1.0204 0.0024 0.2% 1.0149
Close 1.0180 1.0204 0.0024 0.2% 1.0149
Range
ATR 0.0030 0.0029 0.0000 -1.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0204 1.0204 1.0204
R3 1.0204 1.0204 1.0204
R2 1.0204 1.0204 1.0204
R1 1.0204 1.0204 1.0204 1.0204
PP 1.0204 1.0204 1.0204 1.0204
S1 1.0204 1.0204 1.0204 1.0204
S2 1.0204 1.0204 1.0204
S3 1.0204 1.0204 1.0204
S4 1.0204 1.0204 1.0204
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0459 1.0397 1.0200
R3 1.0366 1.0304 1.0175
R2 1.0273 1.0273 1.0166
R1 1.0211 1.0211 1.0158 1.0196
PP 1.0180 1.0180 1.0180 1.0172
S1 1.0118 1.0118 1.0140 1.0103
S2 1.0087 1.0087 1.0132
S3 0.9994 1.0025 1.0123
S4 0.9901 0.9932 1.0098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0242 1.0149 0.0093 0.9% 0.0000 0.0% 59% False False 1
10 1.0295 1.0149 0.0146 1.4% 0.0004 0.0% 38% 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 1.0204
2.618 1.0204
1.618 1.0204
1.000 1.0204
0.618 1.0204
HIGH 1.0204
0.618 1.0204
0.500 1.0204
0.382 1.0204
LOW 1.0204
0.618 1.0204
1.000 1.0204
1.618 1.0204
2.618 1.0204
4.250 1.0204
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 1.0204 1.0195
PP 1.0204 1.0186
S1 1.0204 1.0177

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

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