CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 1.0254 1.0236 -0.0018 -0.2% 1.0157
High 1.0254 1.0236 -0.0018 -0.2% 1.0222
Low 1.0254 1.0236 -0.0018 -0.2% 1.0157
Close 1.0254 1.0236 -0.0018 -0.2% 1.0166
Range
ATR 0.0037 0.0036 -0.0001 -3.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0236 1.0236 1.0236
R3 1.0236 1.0236 1.0236
R2 1.0236 1.0236 1.0236
R1 1.0236 1.0236 1.0236 1.0236
PP 1.0236 1.0236 1.0236 1.0236
S1 1.0236 1.0236 1.0236 1.0236
S2 1.0236 1.0236 1.0236
S3 1.0236 1.0236 1.0236
S4 1.0236 1.0236 1.0236
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0377 1.0336 1.0202
R3 1.0312 1.0271 1.0184
R2 1.0247 1.0247 1.0178
R1 1.0206 1.0206 1.0172 1.0227
PP 1.0182 1.0182 1.0182 1.0192
S1 1.0141 1.0141 1.0160 1.0162
S2 1.0117 1.0117 1.0154
S3 1.0052 1.0076 1.0148
S4 0.9987 1.0011 1.0130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0254 1.0166 0.0088 0.9% 0.0011 0.1% 80% False False 1
10 1.0254 1.0157 0.0097 0.9% 0.0006 0.1% 81% False False 1
20 1.0254 1.0041 0.0213 2.1% 0.0003 0.0% 92% False False 1
40 1.0318 0.9973 0.0345 3.4% 0.0003 0.0% 76% False False 2
60 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 77% 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 1.0236
2.618 1.0236
1.618 1.0236
1.000 1.0236
0.618 1.0236
HIGH 1.0236
0.618 1.0236
0.500 1.0236
0.382 1.0236
LOW 1.0236
0.618 1.0236
1.000 1.0236
1.618 1.0236
2.618 1.0236
4.250 1.0236
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 1.0236 1.0230
PP 1.0236 1.0225
S1 1.0236 1.0219

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

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