CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 1.0288 1.0211 -0.0077 -0.7% 1.0342
High 1.0288 1.0211 -0.0077 -0.7% 1.0342
Low 1.0288 1.0211 -0.0077 -0.7% 1.0211
Close 1.0288 1.0211 -0.0077 -0.7% 1.0211
Range
ATR 0.0026 0.0029 0.0004 14.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0211 1.0211 1.0211
R3 1.0211 1.0211 1.0211
R2 1.0211 1.0211 1.0211
R1 1.0211 1.0211 1.0211 1.0211
PP 1.0211 1.0211 1.0211 1.0211
S1 1.0211 1.0211 1.0211 1.0211
S2 1.0211 1.0211 1.0211
S3 1.0211 1.0211 1.0211
S4 1.0211 1.0211 1.0211
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0648 1.0560 1.0283
R3 1.0517 1.0429 1.0247
R2 1.0386 1.0386 1.0235
R1 1.0298 1.0298 1.0223 1.0277
PP 1.0255 1.0255 1.0255 1.0244
S1 1.0167 1.0167 1.0199 1.0146
S2 1.0124 1.0124 1.0187
S3 0.9993 1.0036 1.0175
S4 0.9862 0.9905 1.0139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0342 1.0211 0.0131 1.3% 0.0000 0.0% 0% False True 1
10 1.0354 1.0211 0.0143 1.4% 0.0000 0.0% 0% False True 1
20 1.0354 1.0198 0.0156 1.5% 0.0000 0.0% 8% False False 1
40 1.0354 1.0092 0.0262 2.6% 0.0000 0.0% 45% 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 1.0211
2.618 1.0211
1.618 1.0211
1.000 1.0211
0.618 1.0211
HIGH 1.0211
0.618 1.0211
0.500 1.0211
0.382 1.0211
LOW 1.0211
0.618 1.0211
1.000 1.0211
1.618 1.0211
2.618 1.0211
4.250 1.0211
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 1.0211 1.0253
PP 1.0211 1.0239
S1 1.0211 1.0225

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

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