CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 12-Feb-2013
Day Change Summary
Previous Current
11-Feb-2013 12-Feb-2013 Change Change % Previous Week
Open 1.0129 1.0091 -0.0038 -0.4% 1.0268
High 1.0129 1.0145 0.0016 0.2% 1.0268
Low 1.0129 1.0087 -0.0042 -0.4% 1.0122
Close 1.0129 1.0145 0.0016 0.2% 1.0155
Range 0.0000 0.0058 0.0058 0.0146
ATR 0.0035 0.0036 0.0002 4.8% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 12-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0300 1.0280 1.0177
R3 1.0242 1.0222 1.0161
R2 1.0184 1.0184 1.0156
R1 1.0164 1.0164 1.0150 1.0174
PP 1.0126 1.0126 1.0126 1.0131
S1 1.0106 1.0106 1.0140 1.0116
S2 1.0068 1.0068 1.0134
S3 1.0010 1.0048 1.0129
S4 0.9952 0.9990 1.0113
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0620 1.0533 1.0235
R3 1.0474 1.0387 1.0195
R2 1.0328 1.0328 1.0182
R1 1.0241 1.0241 1.0168 1.0212
PP 1.0182 1.0182 1.0182 1.0167
S1 1.0095 1.0095 1.0142 1.0066
S2 1.0036 1.0036 1.0128
S3 0.9890 0.9949 1.0115
S4 0.9744 0.9803 1.0075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0160 1.0087 0.0073 0.7% 0.0013 0.1% 79% False True 1
10 1.0268 1.0087 0.0181 1.8% 0.0006 0.1% 32% False True 2
20 1.0390 1.0087 0.0303 3.0% 0.0004 0.0% 19% False True 1
40 1.0406 1.0087 0.0319 3.1% 0.0002 0.0% 18% False True 1
60 1.0406 1.0087 0.0319 3.1% 0.0001 0.0% 18% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 1.0392
2.618 1.0297
1.618 1.0239
1.000 1.0203
0.618 1.0181
HIGH 1.0145
0.618 1.0123
0.500 1.0116
0.382 1.0109
LOW 1.0087
0.618 1.0051
1.000 1.0029
1.618 0.9993
2.618 0.9935
4.250 0.9841
Fisher Pivots for day following 12-Feb-2013
Pivot 1 day 3 day
R1 1.0135 1.0137
PP 1.0126 1.0129
S1 1.0116 1.0121

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

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