CME Australian Dollar Future September 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 1.0212 1.0244 0.0032 0.3% 1.0171
High 1.0212 1.0244 0.0032 0.3% 1.0226
Low 1.0212 1.0244 0.0032 0.3% 1.0127
Close 1.0212 1.0244 0.0032 0.3% 1.0226
Range
ATR 0.0029 0.0029 0.0000 0.8% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0244 1.0244 1.0244
R3 1.0244 1.0244 1.0244
R2 1.0244 1.0244 1.0244
R1 1.0244 1.0244 1.0244 1.0244
PP 1.0244 1.0244 1.0244 1.0244
S1 1.0244 1.0244 1.0244 1.0244
S2 1.0244 1.0244 1.0244
S3 1.0244 1.0244 1.0244
S4 1.0244 1.0244 1.0244
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0490 1.0457 1.0280
R3 1.0391 1.0358 1.0253
R2 1.0292 1.0292 1.0244
R1 1.0259 1.0259 1.0235 1.0276
PP 1.0193 1.0193 1.0193 1.0201
S1 1.0160 1.0160 1.0217 1.0177
S2 1.0094 1.0094 1.0208
S3 0.9995 1.0061 1.0199
S4 0.9896 0.9962 1.0172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0244 1.0127 0.0117 1.1% 0.0000 0.0% 100% True False 1
10 1.0244 1.0096 0.0148 1.4% 0.0000 0.0% 100% True False 1
20 1.0244 1.0096 0.0148 1.4% 0.0000 0.0% 100% True 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 1.0244
2.618 1.0244
1.618 1.0244
1.000 1.0244
0.618 1.0244
HIGH 1.0244
0.618 1.0244
0.500 1.0244
0.382 1.0244
LOW 1.0244
0.618 1.0244
1.000 1.0244
1.618 1.0244
2.618 1.0244
4.250 1.0244
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 1.0244 1.0239
PP 1.0244 1.0233
S1 1.0244 1.0228

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

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