CME Australian Dollar Future June 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 1.0010 0.9959 -0.0051 -0.5% 1.0121
High 1.0014 0.9959 -0.0055 -0.5% 1.0121
Low 0.9988 0.9959 -0.0029 -0.3% 1.0055
Close 0.9988 0.9959 -0.0029 -0.3% 1.0080
Range 0.0026 0.0000 -0.0026 -100.0% 0.0066
ATR 0.0034 0.0034 0.0000 -1.1% 0.0000
Volume 1 6 5 500.0% 5
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 0.9959 0.9959 0.9959
R3 0.9959 0.9959 0.9959
R2 0.9959 0.9959 0.9959
R1 0.9959 0.9959 0.9959 0.9959
PP 0.9959 0.9959 0.9959 0.9959
S1 0.9959 0.9959 0.9959 0.9959
S2 0.9959 0.9959 0.9959
S3 0.9959 0.9959 0.9959
S4 0.9959 0.9959 0.9959
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0283 1.0248 1.0116
R3 1.0217 1.0182 1.0098
R2 1.0151 1.0151 1.0092
R1 1.0116 1.0116 1.0086 1.0101
PP 1.0085 1.0085 1.0085 1.0078
S1 1.0050 1.0050 1.0074 1.0035
S2 1.0019 1.0019 1.0068
S3 0.9953 0.9984 1.0062
S4 0.9887 0.9918 1.0044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0108 0.9959 0.0149 1.5% 0.0005 0.1% 0% False True 2
10 1.0242 0.9959 0.0283 2.8% 0.0003 0.0% 0% False True 1
20 1.0295 0.9959 0.0336 3.4% 0.0003 0.0% 0% False True 1
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9959
2.618 0.9959
1.618 0.9959
1.000 0.9959
0.618 0.9959
HIGH 0.9959
0.618 0.9959
0.500 0.9959
0.382 0.9959
LOW 0.9959
0.618 0.9959
1.000 0.9959
1.618 0.9959
2.618 0.9959
4.250 0.9959
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 0.9959 1.0020
PP 0.9959 0.9999
S1 0.9959 0.9979

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

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