CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 1.0283 1.0315 0.0032 0.3% 1.0240
High 1.0283 1.0315 0.0032 0.3% 1.0297
Low 1.0283 1.0314 0.0031 0.3% 1.0175
Close 1.0283 1.0314 0.0031 0.3% 1.0297
Range 0.0000 0.0001 0.0001 0.0122
ATR 0.0035 0.0035 0.0000 -0.6% 0.0000
Volume 4 4 0 0.0% 7
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0317 1.0317 1.0315
R3 1.0316 1.0316 1.0314
R2 1.0315 1.0315 1.0314
R1 1.0315 1.0315 1.0314 1.0315
PP 1.0314 1.0314 1.0314 1.0314
S1 1.0314 1.0314 1.0314 1.0314
S2 1.0313 1.0313 1.0314
S3 1.0312 1.0313 1.0314
S4 1.0311 1.0312 1.0313
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 1.0315 1.0175 0.0140 1.4% 0.0004 0.0% 99% True False 3
10 1.0315 1.0162 0.0153 1.5% 0.0002 0.0% 99% True False 2
20 1.0315 1.0162 0.0153 1.5% 0.0005 0.0% 99% True False 1
40 1.0315 0.9973 0.0342 3.3% 0.0004 0.0% 100% True False 1
60 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 99% False False 2
80 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 99% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0319
2.618 1.0318
1.618 1.0317
1.000 1.0316
0.618 1.0316
HIGH 1.0315
0.618 1.0315
0.500 1.0315
0.382 1.0314
LOW 1.0314
0.618 1.0313
1.000 1.0313
1.618 1.0312
2.618 1.0311
4.250 1.0310
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 1.0315 1.0309
PP 1.0314 1.0304
S1 1.0314 1.0299

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

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