CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 22-Jan-2013
Day Change Summary
Previous Current
18-Jan-2013 22-Jan-2013 Change Change % Previous Week
Open 1.0334 1.0390 0.0056 0.5% 1.0380
High 1.0334 1.0390 0.0056 0.5% 1.0389
Low 1.0334 1.0390 0.0056 0.5% 1.0334
Close 1.0334 1.0390 0.0056 0.5% 1.0334
Range
ATR 0.0028 0.0030 0.0002 7.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 22-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0390 1.0390 1.0390
R3 1.0390 1.0390 1.0390
R2 1.0390 1.0390 1.0390
R1 1.0390 1.0390 1.0390 1.0390
PP 1.0390 1.0390 1.0390 1.0390
S1 1.0390 1.0390 1.0390 1.0390
S2 1.0390 1.0390 1.0390
S3 1.0390 1.0390 1.0390
S4 1.0390 1.0390 1.0390
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0517 1.0481 1.0364
R3 1.0462 1.0426 1.0349
R2 1.0407 1.0407 1.0344
R1 1.0371 1.0371 1.0339 1.0362
PP 1.0352 1.0352 1.0352 1.0348
S1 1.0316 1.0316 1.0329 1.0307
S2 1.0297 1.0297 1.0324
S3 1.0242 1.0261 1.0319
S4 1.0187 1.0206 1.0304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0390 1.0334 0.0056 0.5% 0.0000 0.0% 100% True False 1
10 1.0406 1.0308 0.0098 0.9% 0.0000 0.0% 84% False False 1
20 1.0406 1.0174 0.0232 2.2% 0.0000 0.0% 93% False False 1
40 1.0406 1.0174 0.0232 2.2% 0.0000 0.0% 93% 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 1.0390
2.618 1.0390
1.618 1.0390
1.000 1.0390
0.618 1.0390
HIGH 1.0390
0.618 1.0390
0.500 1.0390
0.382 1.0390
LOW 1.0390
0.618 1.0390
1.000 1.0390
1.618 1.0390
2.618 1.0390
4.250 1.0390
Fisher Pivots for day following 22-Jan-2013
Pivot 1 day 3 day
R1 1.0390 1.0381
PP 1.0390 1.0371
S1 1.0390 1.0362

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

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