CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 1.0236 1.0250 0.0014 0.1% 1.0157
High 1.0236 1.0250 0.0014 0.1% 1.0222
Low 1.0236 1.0234 -0.0002 0.0% 1.0157
Close 1.0236 1.0234 -0.0002 0.0% 1.0166
Range 0.0000 0.0016 0.0016 0.0065
ATR 0.0036 0.0035 -0.0001 -4.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0287 1.0277 1.0243
R3 1.0271 1.0261 1.0238
R2 1.0255 1.0255 1.0237
R1 1.0245 1.0245 1.0235 1.0242
PP 1.0239 1.0239 1.0239 1.0238
S1 1.0229 1.0229 1.0233 1.0226
S2 1.0223 1.0223 1.0231
S3 1.0207 1.0213 1.0230
S4 1.0191 1.0197 1.0225
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% 0.0010 0.1% 77% False False 1
10 1.0254 1.0157 0.0097 0.9% 0.0007 0.1% 79% False False 1
20 1.0254 1.0041 0.0213 2.1% 0.0004 0.0% 91% False False 1
40 1.0318 0.9973 0.0345 3.4% 0.0004 0.0% 76% False False 1
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 True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0318
2.618 1.0292
1.618 1.0276
1.000 1.0266
0.618 1.0260
HIGH 1.0250
0.618 1.0244
0.500 1.0242
0.382 1.0240
LOW 1.0234
0.618 1.0224
1.000 1.0218
1.618 1.0208
2.618 1.0192
4.250 1.0166
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 1.0242 1.0244
PP 1.0239 1.0241
S1 1.0237 1.0237

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

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