CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 0.9959 1.0054 0.0095 1.0% 1.0121
High 0.9959 1.0054 0.0095 1.0% 1.0121
Low 0.9959 1.0054 0.0095 1.0% 1.0055
Close 0.9959 1.0054 0.0095 1.0% 1.0080
Range
ATR 0.0034 0.0038 0.0004 13.0% 0.0000
Volume 6 6 0 0.0% 5
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0054 1.0054 1.0054
R3 1.0054 1.0054 1.0054
R2 1.0054 1.0054 1.0054
R1 1.0054 1.0054 1.0054 1.0054
PP 1.0054 1.0054 1.0054 1.0054
S1 1.0054 1.0054 1.0054 1.0054
S2 1.0054 1.0054 1.0054
S3 1.0054 1.0054 1.0054
S4 1.0054 1.0054 1.0054
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 1.0080 0.9959 0.0121 1.2% 0.0005 0.1% 79% False False 3
10 1.0179 0.9959 0.0220 2.2% 0.0003 0.0% 43% False False 2
20 1.0295 0.9959 0.0336 3.3% 0.0002 0.0% 28% 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 1.0054
2.618 1.0054
1.618 1.0054
1.000 1.0054
0.618 1.0054
HIGH 1.0054
0.618 1.0054
0.500 1.0054
0.382 1.0054
LOW 1.0054
0.618 1.0054
1.000 1.0054
1.618 1.0054
2.618 1.0054
4.250 1.0054
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 1.0054 1.0038
PP 1.0054 1.0022
S1 1.0054 1.0007

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

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