CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 10-Jan-2013
Day Change Summary
Previous Current
09-Jan-2013 10-Jan-2013 Change Change % Previous Week
Open 1.0321 1.0406 0.0085 0.8% 1.0200
High 1.0321 1.0406 0.0085 0.8% 1.0300
Low 1.0321 1.0406 0.0085 0.8% 1.0200
Close 1.0321 1.0406 0.0085 0.8% 1.0284
Range
ATR 0.0024 0.0028 0.0004 18.1% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 10-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0406 1.0406 1.0406
R3 1.0406 1.0406 1.0406
R2 1.0406 1.0406 1.0406
R1 1.0406 1.0406 1.0406 1.0406
PP 1.0406 1.0406 1.0406 1.0406
S1 1.0406 1.0406 1.0406 1.0406
S2 1.0406 1.0406 1.0406
S3 1.0406 1.0406 1.0406
S4 1.0406 1.0406 1.0406
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0561 1.0523 1.0339
R3 1.0461 1.0423 1.0312
R2 1.0361 1.0361 1.0302
R1 1.0323 1.0323 1.0293 1.0342
PP 1.0261 1.0261 1.0261 1.0271
S1 1.0223 1.0223 1.0275 1.0242
S2 1.0161 1.0161 1.0266
S3 1.0061 1.0123 1.0257
S4 0.9961 1.0023 1.0229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0406 1.0284 0.0122 1.2% 0.0000 0.0% 100% True False 1
10 1.0406 1.0184 0.0222 2.1% 0.0000 0.0% 100% True False 1
20 1.0406 1.0174 0.0232 2.2% 0.0000 0.0% 100% True False 1
40 1.0406 1.0096 0.0310 3.0% 0.0000 0.0% 100% True 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 1.0406
2.618 1.0406
1.618 1.0406
1.000 1.0406
0.618 1.0406
HIGH 1.0406
0.618 1.0406
0.500 1.0406
0.382 1.0406
LOW 1.0406
0.618 1.0406
1.000 1.0406
1.618 1.0406
2.618 1.0406
4.250 1.0406
Fisher Pivots for day following 10-Jan-2013
Pivot 1 day 3 day
R1 1.0406 1.0390
PP 1.0406 1.0373
S1 1.0406 1.0357

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

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