CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 1.0229 1.0211 -0.0018 -0.2% 1.0219
High 1.0229 1.0211 -0.0018 -0.2% 1.0265
Low 1.0229 1.0211 -0.0018 -0.2% 1.0207
Close 1.0229 1.0211 -0.0018 -0.2% 1.0229
Range
ATR 0.0045 0.0043 -0.0002 -4.3% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0211 1.0211 1.0211
R3 1.0211 1.0211 1.0211
R2 1.0211 1.0211 1.0211
R1 1.0211 1.0211 1.0211 1.0211
PP 1.0211 1.0211 1.0211 1.0211
S1 1.0211 1.0211 1.0211 1.0211
S2 1.0211 1.0211 1.0211
S3 1.0211 1.0211 1.0211
S4 1.0211 1.0211 1.0211
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% 7% False False 4
10 1.0318 1.0113 0.0205 2.0% 0.0008 0.1% 48% False False 4
20 1.0318 0.9959 0.0359 3.5% 0.0005 0.1% 70% False False 3
40 1.0318 0.9959 0.0359 3.5% 0.0005 0.0% 70% False 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 1.0211
2.618 1.0211
1.618 1.0211
1.000 1.0211
0.618 1.0211
HIGH 1.0211
0.618 1.0211
0.500 1.0211
0.382 1.0211
LOW 1.0211
0.618 1.0211
1.000 1.0211
1.618 1.0211
2.618 1.0211
4.250 1.0211
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 1.0211 1.0220
PP 1.0211 1.0217
S1 1.0211 1.0214

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

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