CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 1.0179 1.0147 -0.0032 -0.3% 1.0180
High 1.0179 1.0147 -0.0032 -0.3% 1.0242
Low 1.0179 1.0147 -0.0032 -0.3% 1.0147
Close 1.0179 1.0147 -0.0032 -0.3% 1.0147
Range
ATR 0.0032 0.0032 0.0000 0.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0147 1.0147 1.0147
R3 1.0147 1.0147 1.0147
R2 1.0147 1.0147 1.0147
R1 1.0147 1.0147 1.0147 1.0147
PP 1.0147 1.0147 1.0147 1.0147
S1 1.0147 1.0147 1.0147 1.0147
S2 1.0147 1.0147 1.0147
S3 1.0147 1.0147 1.0147
S4 1.0147 1.0147 1.0147
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0464 1.0400 1.0199
R3 1.0369 1.0305 1.0173
R2 1.0274 1.0274 1.0164
R1 1.0210 1.0210 1.0156 1.0195
PP 1.0179 1.0179 1.0179 1.0171
S1 1.0115 1.0115 1.0138 1.0100
S2 1.0084 1.0084 1.0130
S3 0.9989 1.0020 1.0121
S4 0.9894 0.9925 1.0095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0242 1.0147 0.0095 0.9% 0.0000 0.0% 0% False True 1
10 1.0242 1.0147 0.0095 0.9% 0.0000 0.0% 0% False True 1
20 1.0295 1.0147 0.0148 1.5% 0.0005 0.0% 0% False True 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 1.0147
2.618 1.0147
1.618 1.0147
1.000 1.0147
0.618 1.0147
HIGH 1.0147
0.618 1.0147
0.500 1.0147
0.382 1.0147
LOW 1.0147
0.618 1.0147
1.000 1.0147
1.618 1.0147
2.618 1.0147
4.250 1.0147
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 1.0147 1.0195
PP 1.0147 1.0179
S1 1.0147 1.0163

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

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