CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 1.0198 1.0198 0.0000 0.0% 1.0119
High 1.0198 1.0222 0.0024 0.2% 1.0183
Low 1.0198 1.0198 0.0000 0.0% 1.0080
Close 1.0198 1.0222 0.0024 0.2% 1.0183
Range 0.0000 0.0024 0.0024 0.0103
ATR 0.0035 0.0035 -0.0001 -2.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0286 1.0278 1.0235
R3 1.0262 1.0254 1.0229
R2 1.0238 1.0238 1.0226
R1 1.0230 1.0230 1.0224 1.0234
PP 1.0214 1.0214 1.0214 1.0216
S1 1.0206 1.0206 1.0220 1.0210
S2 1.0190 1.0190 1.0218
S3 1.0166 1.0182 1.0215
S4 1.0142 1.0158 1.0209
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 1.0222 1.0157 0.0065 0.6% 0.0005 0.0% 100% True False 1
10 1.0222 1.0080 0.0142 1.4% 0.0002 0.0% 100% True False 1
20 1.0222 0.9973 0.0249 2.4% 0.0004 0.0% 100% True False 1
40 1.0318 0.9973 0.0345 3.4% 0.0004 0.0% 72% False False 2
60 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 73% 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 19 trading days
Fibonacci Retracements and Extensions
4.250 1.0324
2.618 1.0285
1.618 1.0261
1.000 1.0246
0.618 1.0237
HIGH 1.0222
0.618 1.0213
0.500 1.0210
0.382 1.0207
LOW 1.0198
0.618 1.0183
1.000 1.0174
1.618 1.0159
2.618 1.0135
4.250 1.0096
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 1.0218 1.0217
PP 1.0214 1.0212
S1 1.0210 1.0207

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

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