CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 1.0183 1.0157 -0.0026 -0.3% 1.0119
High 1.0183 1.0157 -0.0026 -0.3% 1.0183
Low 1.0183 1.0157 -0.0026 -0.3% 1.0080
Close 1.0183 1.0157 -0.0026 -0.3% 1.0183
Range
ATR 0.0039 0.0038 -0.0001 -2.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0157 1.0157 1.0157
R3 1.0157 1.0157 1.0157
R2 1.0157 1.0157 1.0157
R1 1.0157 1.0157 1.0157 1.0157
PP 1.0157 1.0157 1.0157 1.0157
S1 1.0157 1.0157 1.0157 1.0157
S2 1.0157 1.0157 1.0157
S3 1.0157 1.0157 1.0157
S4 1.0157 1.0157 1.0157
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0458 1.0423 1.0240
R3 1.0355 1.0320 1.0211
R2 1.0252 1.0252 1.0202
R1 1.0217 1.0217 1.0192 1.0235
PP 1.0149 1.0149 1.0149 1.0157
S1 1.0114 1.0114 1.0174 1.0132
S2 1.0046 1.0046 1.0164
S3 0.9943 1.0011 1.0155
S4 0.9840 0.9908 1.0126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0183 1.0080 0.0103 1.0% 0.0000 0.0% 75% False False 1
10 1.0187 1.0080 0.0107 1.1% 0.0000 0.0% 72% False False 1
20 1.0187 0.9973 0.0214 2.1% 0.0003 0.0% 86% False False 1
40 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 55% False False 2
60 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 55% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0157
2.618 1.0157
1.618 1.0157
1.000 1.0157
0.618 1.0157
HIGH 1.0157
0.618 1.0157
0.500 1.0157
0.382 1.0157
LOW 1.0157
0.618 1.0157
1.000 1.0157
1.618 1.0157
2.618 1.0157
4.250 1.0157
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 1.0157 1.0170
PP 1.0157 1.0166
S1 1.0157 1.0161

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

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