CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 1.0165 1.0051 -0.0114 -1.1% 1.0211
High 1.0168 1.0051 -0.0117 -1.2% 1.0240
Low 1.0165 1.0051 -0.0114 -1.1% 1.0144
Close 1.0168 1.0051 -0.0117 -1.2% 1.0159
Range 0.0003 0.0000 -0.0003 -100.0% 0.0096
ATR 0.0045 0.0050 0.0005 11.6% 0.0000
Volume 1 3 2 200.0% 17
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0051 1.0051 1.0051
R3 1.0051 1.0051 1.0051
R2 1.0051 1.0051 1.0051
R1 1.0051 1.0051 1.0051 1.0051
PP 1.0051 1.0051 1.0051 1.0051
S1 1.0051 1.0051 1.0051 1.0051
S2 1.0051 1.0051 1.0051
S3 1.0051 1.0051 1.0051
S4 1.0051 1.0051 1.0051
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0469 1.0410 1.0212
R3 1.0373 1.0314 1.0185
R2 1.0277 1.0277 1.0177
R1 1.0218 1.0218 1.0168 1.0200
PP 1.0181 1.0181 1.0181 1.0172
S1 1.0122 1.0122 1.0150 1.0104
S2 1.0085 1.0085 1.0141
S3 0.9989 1.0026 1.0133
S4 0.9893 0.9930 1.0106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0240 1.0051 0.0189 1.9% 0.0002 0.0% 0% False True 2
10 1.0265 1.0051 0.0214 2.1% 0.0001 0.0% 0% False True 3
20 1.0318 0.9959 0.0359 3.6% 0.0005 0.0% 26% False False 4
40 1.0318 0.9959 0.0359 3.6% 0.0004 0.0% 26% False False 2
Crabel Price Patterns
NR True
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0051
2.618 1.0051
1.618 1.0051
1.000 1.0051
0.618 1.0051
HIGH 1.0051
0.618 1.0051
0.500 1.0051
0.382 1.0051
LOW 1.0051
0.618 1.0051
1.000 1.0051
1.618 1.0051
2.618 1.0051
4.250 1.0051
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 1.0051 1.0110
PP 1.0051 1.0090
S1 1.0051 1.0071

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

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