CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 1.0305 1.0318 0.0013 0.1% 1.0098
High 1.0305 1.0318 0.0013 0.1% 1.0318
Low 1.0305 1.0318 0.0013 0.1% 1.0098
Close 1.0305 1.0318 0.0013 0.1% 1.0318
Range
ATR 0.0048 0.0046 -0.0003 -5.2% 0.0000
Volume 4 4 0 0.0% 24
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0318 1.0318 1.0318
R3 1.0318 1.0318 1.0318
R2 1.0318 1.0318 1.0318
R1 1.0318 1.0318 1.0318 1.0318
PP 1.0318 1.0318 1.0318 1.0318
S1 1.0318 1.0318 1.0318 1.0318
S2 1.0318 1.0318 1.0318
S3 1.0318 1.0318 1.0318
S4 1.0318 1.0318 1.0318
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0905 1.0831 1.0439
R3 1.0685 1.0611 1.0379
R2 1.0465 1.0465 1.0358
R1 1.0391 1.0391 1.0338 1.0428
PP 1.0245 1.0245 1.0245 1.0263
S1 1.0171 1.0171 1.0298 1.0208
S2 1.0025 1.0025 1.0278
S3 0.9805 0.9951 1.0258
S4 0.9585 0.9731 1.0197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0318 1.0098 0.0220 2.1% 0.0016 0.2% 100% True False 4
10 1.0318 0.9959 0.0359 3.5% 0.0011 0.1% 100% True False 4
20 1.0318 0.9959 0.0359 3.5% 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 1.0318
2.618 1.0318
1.618 1.0318
1.000 1.0318
0.618 1.0318
HIGH 1.0318
0.618 1.0318
0.500 1.0318
0.382 1.0318
LOW 1.0318
0.618 1.0318
1.000 1.0318
1.618 1.0318
2.618 1.0318
4.250 1.0318
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 1.0318 1.0300
PP 1.0318 1.0282
S1 1.0318 1.0265

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

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