CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 1.0265 1.0221 -0.0044 -0.4% 1.0098
High 1.0265 1.0221 -0.0044 -0.4% 1.0318
Low 1.0265 1.0221 -0.0044 -0.4% 1.0098
Close 1.0265 1.0221 -0.0044 -0.4% 1.0318
Range
ATR 0.0048 0.0047 0.0000 -0.5% 0.0000
Volume 4 4 0 0.0% 24
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0221 1.0221 1.0221
R3 1.0221 1.0221 1.0221
R2 1.0221 1.0221 1.0221
R1 1.0221 1.0221 1.0221 1.0221
PP 1.0221 1.0221 1.0221 1.0221
S1 1.0221 1.0221 1.0221 1.0221
S2 1.0221 1.0221 1.0221
S3 1.0221 1.0221 1.0221
S4 1.0221 1.0221 1.0221
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 1.0207 0.0111 1.1% 0.0000 0.0% 13% False False 4
10 1.0318 1.0098 0.0220 2.2% 0.0008 0.1% 56% False False 4
20 1.0318 0.9959 0.0359 3.5% 0.0005 0.1% 73% False False 3
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 1.0221
2.618 1.0221
1.618 1.0221
1.000 1.0221
0.618 1.0221
HIGH 1.0221
0.618 1.0221
0.500 1.0221
0.382 1.0221
LOW 1.0221
0.618 1.0221
1.000 1.0221
1.618 1.0221
2.618 1.0221
4.250 1.0221
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 1.0221 1.0236
PP 1.0221 1.0231
S1 1.0221 1.0226

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

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