CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 1.0391 1.0357 -0.0034 -0.3% 1.0339
High 1.0391 1.0357 -0.0034 -0.3% 1.0420
Low 1.0391 1.0357 -0.0034 -0.3% 1.0339
Close 1.0391 1.0357 -0.0034 -0.3% 1.0420
Range
ATR 0.0031 0.0031 0.0000 0.8% 0.0000
Volume 2 2 0 0.0% 14
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0357 1.0357 1.0357
R3 1.0357 1.0357 1.0357
R2 1.0357 1.0357 1.0357
R1 1.0357 1.0357 1.0357 1.0357
PP 1.0357 1.0357 1.0357 1.0357
S1 1.0357 1.0357 1.0357 1.0357
S2 1.0357 1.0357 1.0357
S3 1.0357 1.0357 1.0357
S4 1.0357 1.0357 1.0357
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0636 1.0609 1.0465
R3 1.0555 1.0528 1.0442
R2 1.0474 1.0474 1.0435
R1 1.0447 1.0447 1.0427 1.0461
PP 1.0393 1.0393 1.0393 1.0400
S1 1.0366 1.0366 1.0413 1.0380
S2 1.0312 1.0312 1.0405
S3 1.0231 1.0285 1.0398
S4 1.0150 1.0204 1.0375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0420 1.0357 0.0063 0.6% 0.0001 0.0% 0% False True 3
10 1.0420 1.0324 0.0096 0.9% 0.0004 0.0% 34% False False 26
20 1.0420 1.0175 0.0245 2.4% 0.0007 0.1% 74% False False 14
40 1.0420 1.0157 0.0263 2.5% 0.0005 0.1% 76% False False 7
60 1.0420 0.9973 0.0447 4.3% 0.0005 0.0% 86% False False 5
80 1.0420 0.9959 0.0461 4.5% 0.0005 0.0% 86% False False 5
100 1.0420 0.9959 0.0461 4.5% 0.0005 0.0% 86% False False 4
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 1.0357
2.618 1.0357
1.618 1.0357
1.000 1.0357
0.618 1.0357
HIGH 1.0357
0.618 1.0357
0.500 1.0357
0.382 1.0357
LOW 1.0357
0.618 1.0357
1.000 1.0357
1.618 1.0357
2.618 1.0357
4.250 1.0357
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 1.0357 1.0382
PP 1.0357 1.0374
S1 1.0357 1.0365

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

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