CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 1.0295 1.0288 -0.0007 -0.1% 1.0274
High 1.0295 1.0288 -0.0007 -0.1% 1.0354
Low 1.0295 1.0288 -0.0007 -0.1% 1.0274
Close 1.0295 1.0288 -0.0007 -0.1% 1.0354
Range
ATR 0.0027 0.0026 -0.0001 -5.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0288 1.0288 1.0288
R3 1.0288 1.0288 1.0288
R2 1.0288 1.0288 1.0288
R1 1.0288 1.0288 1.0288 1.0288
PP 1.0288 1.0288 1.0288 1.0288
S1 1.0288 1.0288 1.0288 1.0288
S2 1.0288 1.0288 1.0288
S3 1.0288 1.0288 1.0288
S4 1.0288 1.0288 1.0288
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0567 1.0541 1.0398
R3 1.0487 1.0461 1.0376
R2 1.0407 1.0407 1.0369
R1 1.0381 1.0381 1.0361 1.0394
PP 1.0327 1.0327 1.0327 1.0334
S1 1.0301 1.0301 1.0347 1.0314
S2 1.0247 1.0247 1.0339
S3 1.0167 1.0221 1.0332
S4 1.0087 1.0141 1.0310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0354 1.0288 0.0066 0.6% 0.0000 0.0% 0% False True 1
10 1.0354 1.0274 0.0080 0.8% 0.0000 0.0% 18% False False 1
20 1.0354 1.0198 0.0156 1.5% 0.0000 0.0% 58% 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 1.0288
2.618 1.0288
1.618 1.0288
1.000 1.0288
0.618 1.0288
HIGH 1.0288
0.618 1.0288
0.500 1.0288
0.382 1.0288
LOW 1.0288
0.618 1.0288
1.000 1.0288
1.618 1.0288
2.618 1.0288
4.250 1.0288
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 1.0288 1.0307
PP 1.0288 1.0301
S1 1.0288 1.0294

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

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