CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 1.0045 1.0035 -0.0010 -0.1% 1.0165
High 1.0045 1.0035 -0.0010 -0.1% 1.0168
Low 1.0045 0.9973 -0.0072 -0.7% 0.9973
Close 1.0045 0.9973 -0.0072 -0.7% 0.9973
Range 0.0000 0.0062 0.0062 0.0195
ATR 0.0049 0.0051 0.0002 3.4% 0.0000
Volume 3 3 0 0.0% 13
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0180 1.0138 1.0007
R3 1.0118 1.0076 0.9990
R2 1.0056 1.0056 0.9984
R1 1.0014 1.0014 0.9979 1.0004
PP 0.9994 0.9994 0.9994 0.9989
S1 0.9952 0.9952 0.9967 0.9942
S2 0.9932 0.9932 0.9962
S3 0.9870 0.9890 0.9956
S4 0.9808 0.9828 0.9939
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0623 1.0493 1.0080
R3 1.0428 1.0298 1.0027
R2 1.0233 1.0233 1.0009
R1 1.0103 1.0103 0.9991 1.0071
PP 1.0038 1.0038 1.0038 1.0022
S1 0.9908 0.9908 0.9955 0.9876
S2 0.9843 0.9843 0.9937
S3 0.9648 0.9713 0.9919
S4 0.9453 0.9518 0.9866
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0168 0.9973 0.0195 2.0% 0.0013 0.1% 0% False True 2
10 1.0240 0.9973 0.0267 2.7% 0.0007 0.1% 0% False True 3
20 1.0318 0.9973 0.0345 3.5% 0.0008 0.1% 0% False True 3
40 1.0318 0.9959 0.0359 3.6% 0.0004 0.0% 4% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.0299
2.618 1.0197
1.618 1.0135
1.000 1.0097
0.618 1.0073
HIGH 1.0035
0.618 1.0011
0.500 1.0004
0.382 0.9997
LOW 0.9973
0.618 0.9935
1.000 0.9911
1.618 0.9873
2.618 0.9811
4.250 0.9710
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 1.0004 1.0009
PP 0.9994 0.9997
S1 0.9983 0.9985

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

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