CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 1.0312 1.0354 0.0042 0.4% 1.0198
High 1.0312 1.0354 0.0042 0.4% 1.0275
Low 1.0312 1.0354 0.0042 0.4% 1.0198
Close 1.0312 1.0354 0.0042 0.4% 1.0275
Range
ATR 0.0025 0.0026 0.0001 5.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0354 1.0354 1.0354
R3 1.0354 1.0354 1.0354
R2 1.0354 1.0354 1.0354
R1 1.0354 1.0354 1.0354 1.0354
PP 1.0354 1.0354 1.0354 1.0354
S1 1.0354 1.0354 1.0354 1.0354
S2 1.0354 1.0354 1.0354
S3 1.0354 1.0354 1.0354
S4 1.0354 1.0354 1.0354
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0480 1.0455 1.0317
R3 1.0403 1.0378 1.0296
R2 1.0326 1.0326 1.0289
R1 1.0301 1.0301 1.0282 1.0314
PP 1.0249 1.0249 1.0249 1.0256
S1 1.0224 1.0224 1.0268 1.0237
S2 1.0172 1.0172 1.0261
S3 1.0095 1.0147 1.0254
S4 1.0018 1.0070 1.0233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0354 1.0259 0.0095 0.9% 0.0000 0.0% 100% True False 1
10 1.0354 1.0198 0.0156 1.5% 0.0000 0.0% 100% True False 1
20 1.0354 1.0096 0.0258 2.5% 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 1.0354
2.618 1.0354
1.618 1.0354
1.000 1.0354
0.618 1.0354
HIGH 1.0354
0.618 1.0354
0.500 1.0354
0.382 1.0354
LOW 1.0354
0.618 1.0354
1.000 1.0354
1.618 1.0354
2.618 1.0354
4.250 1.0354
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 1.0354 1.0341
PP 1.0354 1.0327
S1 1.0354 1.0314

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

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