CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 1.0100 1.0171 0.0071 0.7% 1.0187
High 1.0100 1.0171 0.0071 0.7% 1.0196
Low 1.0100 1.0171 0.0071 0.7% 1.0096
Close 1.0100 1.0171 0.0071 0.7% 1.0100
Range
ATR 0.0025 0.0028 0.0003 13.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0171 1.0171 1.0171
R3 1.0171 1.0171 1.0171
R2 1.0171 1.0171 1.0171
R1 1.0171 1.0171 1.0171 1.0171
PP 1.0171 1.0171 1.0171 1.0171
S1 1.0171 1.0171 1.0171 1.0171
S2 1.0171 1.0171 1.0171
S3 1.0171 1.0171 1.0171
S4 1.0171 1.0171 1.0171
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0431 1.0365 1.0155
R3 1.0331 1.0265 1.0128
R2 1.0231 1.0231 1.0118
R1 1.0165 1.0165 1.0109 1.0148
PP 1.0131 1.0131 1.0131 1.0122
S1 1.0065 1.0065 1.0091 1.0048
S2 1.0031 1.0031 1.0082
S3 0.9931 0.9965 1.0073
S4 0.9831 0.9865 1.0045
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% 75% False False 1
10 1.0196 1.0096 0.0100 1.0% 0.0000 0.0% 75% False False 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 1.0171
2.618 1.0171
1.618 1.0171
1.000 1.0171
0.618 1.0171
HIGH 1.0171
0.618 1.0171
0.500 1.0171
0.382 1.0171
LOW 1.0171
0.618 1.0171
1.000 1.0171
1.618 1.0171
2.618 1.0171
4.250 1.0171
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 1.0171 1.0159
PP 1.0171 1.0146
S1 1.0171 1.0134

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

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