CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 25-Feb-2013
Day Change Summary
Previous Current
22-Feb-2013 25-Feb-2013 Change Change % Previous Week
Open 1.0173 1.0118 -0.0055 -0.5% 1.0143
High 1.0173 1.0136 -0.0037 -0.4% 1.0206
Low 1.0173 1.0118 -0.0055 -0.5% 1.0057
Close 1.0173 1.0136 -0.0037 -0.4% 1.0173
Range 0.0000 0.0018 0.0018 0.0149
ATR 0.0048 0.0048 0.0001 1.1% 0.0000
Volume 2 2 0 0.0% 7
Daily Pivots for day following 25-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0184 1.0178 1.0146
R3 1.0166 1.0160 1.0141
R2 1.0148 1.0148 1.0139
R1 1.0142 1.0142 1.0138 1.0145
PP 1.0130 1.0130 1.0130 1.0132
S1 1.0124 1.0124 1.0134 1.0127
S2 1.0112 1.0112 1.0133
S3 1.0094 1.0106 1.0131
S4 1.0076 1.0088 1.0126
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0592 1.0532 1.0255
R3 1.0443 1.0383 1.0214
R2 1.0294 1.0294 1.0200
R1 1.0234 1.0234 1.0187 1.0264
PP 1.0145 1.0145 1.0145 1.0161
S1 1.0085 1.0085 1.0159 1.0115
S2 0.9996 0.9996 1.0146
S3 0.9847 0.9936 1.0132
S4 0.9698 0.9787 1.0091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0206 1.0057 0.0149 1.5% 0.0025 0.2% 53% False False 1
10 1.0206 1.0057 0.0149 1.5% 0.0023 0.2% 53% False False 1
20 1.0295 1.0057 0.0238 2.3% 0.0012 0.1% 33% False False 2
40 1.0406 1.0057 0.0349 3.4% 0.0006 0.1% 23% False False 1
60 1.0406 1.0057 0.0349 3.4% 0.0004 0.0% 23% False False 1
80 1.0406 1.0057 0.0349 3.4% 0.0003 0.0% 23% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0213
2.618 1.0183
1.618 1.0165
1.000 1.0154
0.618 1.0147
HIGH 1.0136
0.618 1.0129
0.500 1.0127
0.382 1.0125
LOW 1.0118
0.618 1.0107
1.000 1.0100
1.618 1.0089
2.618 1.0071
4.250 1.0042
Fisher Pivots for day following 25-Feb-2013
Pivot 1 day 3 day
R1 1.0133 1.0129
PP 1.0130 1.0122
S1 1.0127 1.0115

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

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