CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 1.0145 1.0096 -0.0049 -0.5% 1.0118
High 1.0145 1.0096 -0.0049 -0.5% 1.0184
Low 1.0145 1.0096 -0.0049 -0.5% 1.0118
Close 1.0145 1.0096 -0.0049 -0.5% 1.0150
Range
ATR 0.0025 0.0026 0.0002 7.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0096 1.0096 1.0096
R3 1.0096 1.0096 1.0096
R2 1.0096 1.0096 1.0096
R1 1.0096 1.0096 1.0096 1.0096
PP 1.0096 1.0096 1.0096 1.0096
S1 1.0096 1.0096 1.0096 1.0096
S2 1.0096 1.0096 1.0096
S3 1.0096 1.0096 1.0096
S4 1.0096 1.0096 1.0096
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0349 1.0315 1.0186
R3 1.0283 1.0249 1.0168
R2 1.0217 1.0217 1.0162
R1 1.0183 1.0183 1.0156 1.0200
PP 1.0151 1.0151 1.0151 1.0159
S1 1.0117 1.0117 1.0144 1.0134
S2 1.0085 1.0085 1.0138
S3 1.0019 1.0051 1.0132
S4 0.9953 0.9985 1.0114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0196 1.0096 0.0100 1.0% 0.0000 0.0% 0% False True 1
10 1.0196 1.0096 0.0100 1.0% 0.0000 0.0% 0% False True 1
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 1.0096
2.618 1.0096
1.618 1.0096
1.000 1.0096
0.618 1.0096
HIGH 1.0096
0.618 1.0096
0.500 1.0096
0.382 1.0096
LOW 1.0096
0.618 1.0096
1.000 1.0096
1.618 1.0096
2.618 1.0096
4.250 1.0096
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 1.0096 1.0146
PP 1.0096 1.0129
S1 1.0096 1.0113

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

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