CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 1.0184 1.0200 0.0016 0.2% 1.0174
High 1.0184 1.0200 0.0016 0.2% 1.0191
Low 1.0184 1.0200 0.0016 0.2% 1.0174
Close 1.0184 1.0200 0.0016 0.2% 1.0184
Range
ATR 0.0025 0.0025 -0.0001 -2.7% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0200 1.0200 1.0200
R3 1.0200 1.0200 1.0200
R2 1.0200 1.0200 1.0200
R1 1.0200 1.0200 1.0200 1.0200
PP 1.0200 1.0200 1.0200 1.0200
S1 1.0200 1.0200 1.0200 1.0200
S2 1.0200 1.0200 1.0200
S3 1.0200 1.0200 1.0200
S4 1.0200 1.0200 1.0200
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 1.0200 1.0174 0.0026 0.3% 0.0000 0.0% 100% True False 1
10 1.0342 1.0174 0.0168 1.6% 0.0000 0.0% 15% False False 1
20 1.0354 1.0174 0.0180 1.8% 0.0000 0.0% 14% False False 1
40 1.0354 1.0096 0.0258 2.5% 0.0000 0.0% 40% 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 1.0200
2.618 1.0200
1.618 1.0200
1.000 1.0200
0.618 1.0200
HIGH 1.0200
0.618 1.0200
0.500 1.0200
0.382 1.0200
LOW 1.0200
0.618 1.0200
1.000 1.0200
1.618 1.0200
2.618 1.0200
4.250 1.0200
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 1.0200 1.0197
PP 1.0200 1.0195
S1 1.0200 1.0192

Download as Excel Spreadsheet

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

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