CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 1.0191 1.0184 -0.0007 -0.1% 1.0174
High 1.0191 1.0184 -0.0007 -0.1% 1.0191
Low 1.0191 1.0184 -0.0007 -0.1% 1.0174
Close 1.0191 1.0184 -0.0007 -0.1% 1.0184
Range
ATR 0.0027 0.0025 -0.0001 -5.3% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0184 1.0184 1.0184
R3 1.0184 1.0184 1.0184
R2 1.0184 1.0184 1.0184
R1 1.0184 1.0184 1.0184 1.0184
PP 1.0184 1.0184 1.0184 1.0184
S1 1.0184 1.0184 1.0184 1.0184
S2 1.0184 1.0184 1.0184
S3 1.0184 1.0184 1.0184
S4 1.0184 1.0184 1.0184
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0234 1.0226 1.0193
R3 1.0217 1.0209 1.0189
R2 1.0200 1.0200 1.0187
R1 1.0192 1.0192 1.0186 1.0196
PP 1.0183 1.0183 1.0183 1.0185
S1 1.0175 1.0175 1.0182 1.0179
S2 1.0166 1.0166 1.0181
S3 1.0149 1.0158 1.0179
S4 1.0132 1.0141 1.0175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0211 1.0174 0.0037 0.4% 0.0000 0.0% 27% False False 1
10 1.0354 1.0174 0.0180 1.8% 0.0000 0.0% 6% False False 1
20 1.0354 1.0174 0.0180 1.8% 0.0000 0.0% 6% False False 1
40 1.0354 1.0096 0.0258 2.5% 0.0000 0.0% 34% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0184
2.618 1.0184
1.618 1.0184
1.000 1.0184
0.618 1.0184
HIGH 1.0184
0.618 1.0184
0.500 1.0184
0.382 1.0184
LOW 1.0184
0.618 1.0184
1.000 1.0184
1.618 1.0184
2.618 1.0184
4.250 1.0184
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 1.0184 1.0186
PP 1.0184 1.0185
S1 1.0184 1.0185

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

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