CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 1.0339 1.0377 0.0038 0.4% 1.0264
High 1.0339 1.0377 0.0038 0.4% 1.0359
Low 1.0339 1.0377 0.0038 0.4% 1.0240
Close 1.0339 1.0377 0.0038 0.4% 1.0339
Range
ATR 0.0030 0.0030 0.0001 2.1% 0.0000
Volume 2 2 0 0.0% 246
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0377 1.0377 1.0377
R3 1.0377 1.0377 1.0377
R2 1.0377 1.0377 1.0377
R1 1.0377 1.0377 1.0377 1.0377
PP 1.0377 1.0377 1.0377 1.0377
S1 1.0377 1.0377 1.0377 1.0377
S2 1.0377 1.0377 1.0377
S3 1.0377 1.0377 1.0377
S4 1.0377 1.0377 1.0377
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0670 1.0623 1.0404
R3 1.0551 1.0504 1.0372
R2 1.0432 1.0432 1.0361
R1 1.0385 1.0385 1.0350 1.0409
PP 1.0313 1.0313 1.0313 1.0324
S1 1.0266 1.0266 1.0328 1.0290
S2 1.0194 1.0194 1.0317
S3 1.0075 1.0147 1.0306
S4 0.9956 1.0028 1.0274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0377 1.0310 0.0067 0.6% 0.0004 0.0% 100% True False 49
10 1.0377 1.0240 0.0137 1.3% 0.0010 0.1% 100% True False 25
20 1.0377 1.0162 0.0215 2.1% 0.0006 0.1% 100% True False 13
40 1.0377 1.0080 0.0297 2.9% 0.0005 0.0% 100% True False 7
60 1.0377 0.9973 0.0404 3.9% 0.0004 0.0% 100% True False 5
80 1.0377 0.9959 0.0418 4.0% 0.0005 0.0% 100% True False 5
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 1.0377
2.618 1.0377
1.618 1.0377
1.000 1.0377
0.618 1.0377
HIGH 1.0377
0.618 1.0377
0.500 1.0377
0.382 1.0377
LOW 1.0377
0.618 1.0377
1.000 1.0377
1.618 1.0377
2.618 1.0377
4.250 1.0377
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 1.0377 1.0371
PP 1.0377 1.0364
S1 1.0377 1.0358

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

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