CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 1.0221 1.0229 0.0008 0.1% 1.0219
High 1.0221 1.0229 0.0008 0.1% 1.0265
Low 1.0221 1.0229 0.0008 0.1% 1.0207
Close 1.0221 1.0229 0.0008 0.1% 1.0229
Range
ATR 0.0047 0.0045 -0.0003 -5.9% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0229 1.0229 1.0229
R3 1.0229 1.0229 1.0229
R2 1.0229 1.0229 1.0229
R1 1.0229 1.0229 1.0229 1.0229
PP 1.0229 1.0229 1.0229 1.0229
S1 1.0229 1.0229 1.0229 1.0229
S2 1.0229 1.0229 1.0229
S3 1.0229 1.0229 1.0229
S4 1.0229 1.0229 1.0229
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0408 1.0376 1.0261
R3 1.0350 1.0318 1.0245
R2 1.0292 1.0292 1.0240
R1 1.0260 1.0260 1.0234 1.0276
PP 1.0234 1.0234 1.0234 1.0242
S1 1.0202 1.0202 1.0224 1.0218
S2 1.0176 1.0176 1.0218
S3 1.0118 1.0144 1.0213
S4 1.0060 1.0086 1.0197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0265 1.0207 0.0058 0.6% 0.0000 0.0% 38% False False 4
10 1.0318 1.0098 0.0220 2.2% 0.0008 0.1% 60% False False 4
20 1.0318 0.9959 0.0359 3.5% 0.0005 0.1% 75% 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 1.0229
2.618 1.0229
1.618 1.0229
1.000 1.0229
0.618 1.0229
HIGH 1.0229
0.618 1.0229
0.500 1.0229
0.382 1.0229
LOW 1.0229
0.618 1.0229
1.000 1.0229
1.618 1.0229
2.618 1.0229
4.250 1.0229
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 1.0229 1.0243
PP 1.0229 1.0238
S1 1.0229 1.0234

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

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