CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 1.0056 1.0081 0.0025 0.2% 1.0025
High 1.0056 1.0081 0.0025 0.2% 1.0071
Low 1.0056 1.0081 0.0025 0.2% 1.0021
Close 1.0056 1.0081 0.0025 0.2% 1.0041
Range
ATR 0.0041 0.0040 -0.0001 -2.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0081 1.0081 1.0081
R3 1.0081 1.0081 1.0081
R2 1.0081 1.0081 1.0081
R1 1.0081 1.0081 1.0081 1.0081
PP 1.0081 1.0081 1.0081 1.0081
S1 1.0081 1.0081 1.0081 1.0081
S2 1.0081 1.0081 1.0081
S3 1.0081 1.0081 1.0081
S4 1.0081 1.0081 1.0081
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0194 1.0168 1.0069
R3 1.0144 1.0118 1.0055
R2 1.0094 1.0094 1.0050
R1 1.0068 1.0068 1.0046 1.0081
PP 1.0044 1.0044 1.0044 1.0051
S1 1.0018 1.0018 1.0036 1.0031
S2 0.9994 0.9994 1.0032
S3 0.9944 0.9968 1.0027
S4 0.9894 0.9918 1.0014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0081 1.0041 0.0040 0.4% 0.0000 0.0% 100% True False 1
10 1.0081 0.9973 0.0108 1.1% 0.0006 0.1% 100% True False 1
20 1.0265 0.9973 0.0292 2.9% 0.0004 0.0% 37% False False 2
40 1.0318 0.9959 0.0359 3.6% 0.0004 0.0% 34% 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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0081
2.618 1.0081
1.618 1.0081
1.000 1.0081
0.618 1.0081
HIGH 1.0081
0.618 1.0081
0.500 1.0081
0.382 1.0081
LOW 1.0081
0.618 1.0081
1.000 1.0081
1.618 1.0081
2.618 1.0081
4.250 1.0081
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 1.0081 1.0074
PP 1.0081 1.0068
S1 1.0081 1.0061

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

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