CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 1.0292 1.0283 -0.0009 -0.1% 1.0240
High 1.0292 1.0283 -0.0009 -0.1% 1.0297
Low 1.0292 1.0283 -0.0009 -0.1% 1.0175
Close 1.0292 1.0283 -0.0009 -0.1% 1.0297
Range
ATR 0.0037 0.0035 -0.0002 -5.4% 0.0000
Volume 4 4 0 0.0% 7
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0283 1.0283 1.0283
R3 1.0283 1.0283 1.0283
R2 1.0283 1.0283 1.0283
R1 1.0283 1.0283 1.0283 1.0283
PP 1.0283 1.0283 1.0283 1.0283
S1 1.0283 1.0283 1.0283 1.0283
S2 1.0283 1.0283 1.0283
S3 1.0283 1.0283 1.0283
S4 1.0283 1.0283 1.0283
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0622 1.0582 1.0364
R3 1.0500 1.0460 1.0331
R2 1.0378 1.0378 1.0319
R1 1.0338 1.0338 1.0308 1.0358
PP 1.0256 1.0256 1.0256 1.0267
S1 1.0216 1.0216 1.0286 1.0236
S2 1.0134 1.0134 1.0275
S3 1.0012 1.0094 1.0263
S4 0.9890 0.9972 1.0230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0297 1.0175 0.0122 1.2% 0.0004 0.0% 89% False False 2
10 1.0297 1.0162 0.0135 1.3% 0.0002 0.0% 90% False False 1
20 1.0297 1.0162 0.0135 1.3% 0.0005 0.0% 90% False False 1
40 1.0297 0.9973 0.0324 3.2% 0.0004 0.0% 96% False False 1
60 1.0318 0.9959 0.0359 3.5% 0.0005 0.0% 90% False False 2
80 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 90% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.0283
2.618 1.0283
1.618 1.0283
1.000 1.0283
0.618 1.0283
HIGH 1.0283
0.618 1.0283
0.500 1.0283
0.382 1.0283
LOW 1.0283
0.618 1.0283
1.000 1.0283
1.618 1.0283
2.618 1.0283
4.250 1.0283
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 1.0283 1.0290
PP 1.0283 1.0288
S1 1.0283 1.0285

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

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