CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 1.0211 1.0305 0.0094 0.9% 1.0010
High 1.0211 1.0305 0.0094 0.9% 1.0151
Low 1.0211 1.0305 0.0094 0.9% 0.9959
Close 1.0211 1.0305 0.0094 0.9% 1.0151
Range
ATR 0.0045 0.0048 0.0004 7.9% 0.0000
Volume 4 4 0 0.0% 19
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0305 1.0305 1.0305
R3 1.0305 1.0305 1.0305
R2 1.0305 1.0305 1.0305
R1 1.0305 1.0305 1.0305 1.0305
PP 1.0305 1.0305 1.0305 1.0305
S1 1.0305 1.0305 1.0305 1.0305
S2 1.0305 1.0305 1.0305
S3 1.0305 1.0305 1.0305
S4 1.0305 1.0305 1.0305
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0663 1.0599 1.0257
R3 1.0471 1.0407 1.0204
R2 1.0279 1.0279 1.0186
R1 1.0215 1.0215 1.0169 1.0247
PP 1.0087 1.0087 1.0087 1.0103
S1 1.0023 1.0023 1.0133 1.0055
S2 0.9895 0.9895 1.0116
S3 0.9703 0.9831 1.0098
S4 0.9511 0.9639 1.0045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0305 1.0098 0.0207 2.0% 0.0016 0.2% 100% True False 5
10 1.0305 0.9959 0.0346 3.4% 0.0011 0.1% 100% True False 4
20 1.0305 0.9959 0.0346 3.4% 0.0005 0.1% 100% True False 2
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.0305
2.618 1.0305
1.618 1.0305
1.000 1.0305
0.618 1.0305
HIGH 1.0305
0.618 1.0305
0.500 1.0305
0.382 1.0305
LOW 1.0305
0.618 1.0305
1.000 1.0305
1.618 1.0305
2.618 1.0305
4.250 1.0305
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 1.0305 1.0273
PP 1.0305 1.0241
S1 1.0305 1.0209

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

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