CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 14-Feb-2013
Day Change Summary
Previous Current
13-Feb-2013 14-Feb-2013 Change Change % Previous Week
Open 1.0159 1.0172 0.0013 0.1% 1.0268
High 1.0184 1.0196 0.0012 0.1% 1.0268
Low 1.0159 1.0172 0.0013 0.1% 1.0122
Close 1.0184 1.0196 0.0012 0.1% 1.0155
Range 0.0025 0.0024 -0.0001 -4.0% 0.0146
ATR 0.0036 0.0036 -0.0001 -2.4% 0.0000
Volume 3 2 -1 -33.3% 11
Daily Pivots for day following 14-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0260 1.0252 1.0209
R3 1.0236 1.0228 1.0203
R2 1.0212 1.0212 1.0200
R1 1.0204 1.0204 1.0198 1.0208
PP 1.0188 1.0188 1.0188 1.0190
S1 1.0180 1.0180 1.0194 1.0184
S2 1.0164 1.0164 1.0192
S3 1.0140 1.0156 1.0189
S4 1.0116 1.0132 1.0183
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 1.0196 1.0087 0.0109 1.1% 0.0021 0.2% 100% True False 1
10 1.0268 1.0087 0.0181 1.8% 0.0011 0.1% 60% False False 2
20 1.0390 1.0087 0.0303 3.0% 0.0006 0.1% 36% False False 2
40 1.0406 1.0087 0.0319 3.1% 0.0003 0.0% 34% False False 1
60 1.0406 1.0087 0.0319 3.1% 0.0002 0.0% 34% False False 1
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0298
2.618 1.0259
1.618 1.0235
1.000 1.0220
0.618 1.0211
HIGH 1.0196
0.618 1.0187
0.500 1.0184
0.382 1.0181
LOW 1.0172
0.618 1.0157
1.000 1.0148
1.618 1.0133
2.618 1.0109
4.250 1.0070
Fisher Pivots for day following 14-Feb-2013
Pivot 1 day 3 day
R1 1.0192 1.0178
PP 1.0188 1.0160
S1 1.0184 1.0142

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

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