CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 28-Jan-2013
Day Change Summary
Previous Current
25-Jan-2013 28-Jan-2013 Change Change % Previous Week
Open 1.0245 1.0247 0.0002 0.0% 1.0390
High 1.0245 1.0247 0.0002 0.0% 1.0390
Low 1.0245 1.0247 0.0002 0.0% 1.0245
Close 1.0245 1.0247 0.0002 0.0% 1.0245
Range
ATR 0.0034 0.0031 -0.0002 -6.7% 0.0000
Volume 3 3 0 0.0% 6
Daily Pivots for day following 28-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0247 1.0247 1.0247
R3 1.0247 1.0247 1.0247
R2 1.0247 1.0247 1.0247
R1 1.0247 1.0247 1.0247 1.0247
PP 1.0247 1.0247 1.0247 1.0247
S1 1.0247 1.0247 1.0247 1.0247
S2 1.0247 1.0247 1.0247
S3 1.0247 1.0247 1.0247
S4 1.0247 1.0247 1.0247
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0728 1.0632 1.0325
R3 1.0583 1.0487 1.0285
R2 1.0438 1.0438 1.0272
R1 1.0342 1.0342 1.0258 1.0318
PP 1.0293 1.0293 1.0293 1.0281
S1 1.0197 1.0197 1.0232 1.0173
S2 1.0148 1.0148 1.0218
S3 1.0003 1.0052 1.0205
S4 0.9858 0.9907 1.0165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0390 1.0245 0.0145 1.4% 0.0003 0.0% 1% False False 1
10 1.0390 1.0245 0.0145 1.4% 0.0002 0.0% 1% False False 1
20 1.0406 1.0184 0.0222 2.2% 0.0001 0.0% 28% False False 1
40 1.0406 1.0174 0.0232 2.3% 0.0000 0.0% 31% False False 1
60 1.0406 1.0096 0.0310 3.0% 0.0000 0.0% 49% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0247
2.618 1.0247
1.618 1.0247
1.000 1.0247
0.618 1.0247
HIGH 1.0247
0.618 1.0247
0.500 1.0247
0.382 1.0247
LOW 1.0247
0.618 1.0247
1.000 1.0247
1.618 1.0247
2.618 1.0247
4.250 1.0247
Fisher Pivots for day following 28-Jan-2013
Pivot 1 day 3 day
R1 1.0247 1.0283
PP 1.0247 1.0271
S1 1.0247 1.0259

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

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