CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 1.0119 1.0080 -0.0039 -0.4% 1.0056
High 1.0119 1.0080 -0.0039 -0.4% 1.0187
Low 1.0119 1.0080 -0.0039 -0.4% 1.0056
Close 1.0119 1.0080 -0.0039 -0.4% 1.0147
Range
ATR 0.0040 0.0040 0.0000 -0.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0080 1.0080 1.0080
R3 1.0080 1.0080 1.0080
R2 1.0080 1.0080 1.0080
R1 1.0080 1.0080 1.0080 1.0080
PP 1.0080 1.0080 1.0080 1.0080
S1 1.0080 1.0080 1.0080 1.0080
S2 1.0080 1.0080 1.0080
S3 1.0080 1.0080 1.0080
S4 1.0080 1.0080 1.0080
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0523 1.0466 1.0219
R3 1.0392 1.0335 1.0183
R2 1.0261 1.0261 1.0171
R1 1.0204 1.0204 1.0159 1.0233
PP 1.0130 1.0130 1.0130 1.0144
S1 1.0073 1.0073 1.0135 1.0102
S2 0.9999 0.9999 1.0123
S3 0.9868 0.9942 1.0111
S4 0.9737 0.9811 1.0075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0187 1.0080 0.0107 1.1% 0.0000 0.0% 0% False True 1
10 1.0187 1.0041 0.0146 1.4% 0.0000 0.0% 27% False False 1
20 1.0240 0.9973 0.0267 2.6% 0.0004 0.0% 40% False False 1
40 1.0318 0.9959 0.0359 3.6% 0.0004 0.0% 34% False False 2
60 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 1.0080
2.618 1.0080
1.618 1.0080
1.000 1.0080
0.618 1.0080
HIGH 1.0080
0.618 1.0080
0.500 1.0080
0.382 1.0080
LOW 1.0080
0.618 1.0080
1.000 1.0080
1.618 1.0080
2.618 1.0080
4.250 1.0080
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 1.0080 1.0114
PP 1.0080 1.0102
S1 1.0080 1.0091

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

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