CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 1.0200 1.0300 0.0100 1.0% 1.0174
High 1.0200 1.0300 0.0100 1.0% 1.0191
Low 1.0200 1.0300 0.0100 1.0% 1.0174
Close 1.0200 1.0300 0.0100 1.0% 1.0184
Range
ATR 0.0025 0.0030 0.0005 21.7% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0300 1.0300 1.0300
R3 1.0300 1.0300 1.0300
R2 1.0300 1.0300 1.0300
R1 1.0300 1.0300 1.0300 1.0300
PP 1.0300 1.0300 1.0300 1.0300
S1 1.0300 1.0300 1.0300 1.0300
S2 1.0300 1.0300 1.0300
S3 1.0300 1.0300 1.0300
S4 1.0300 1.0300 1.0300
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 1.0300 1.0180 0.0120 1.2% 0.0000 0.0% 100% True False 1
10 1.0326 1.0174 0.0152 1.5% 0.0000 0.0% 83% False False 1
20 1.0354 1.0174 0.0180 1.7% 0.0000 0.0% 70% False False 1
40 1.0354 1.0096 0.0258 2.5% 0.0000 0.0% 79% 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 1.0300
2.618 1.0300
1.618 1.0300
1.000 1.0300
0.618 1.0300
HIGH 1.0300
0.618 1.0300
0.500 1.0300
0.382 1.0300
LOW 1.0300
0.618 1.0300
1.000 1.0300
1.618 1.0300
2.618 1.0300
4.250 1.0300
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 1.0300 1.0281
PP 1.0300 1.0261
S1 1.0300 1.0242

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

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