CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 1.0090 1.0101 0.0011 0.1% 1.0143
High 1.0090 1.0101 0.0011 0.1% 1.0206
Low 1.0090 1.0101 0.0011 0.1% 1.0057
Close 1.0090 1.0101 0.0011 0.1% 1.0173
Range
ATR 0.0048 0.0045 -0.0003 -5.5% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0101 1.0101 1.0101
R3 1.0101 1.0101 1.0101
R2 1.0101 1.0101 1.0101
R1 1.0101 1.0101 1.0101 1.0101
PP 1.0101 1.0101 1.0101 1.0101
S1 1.0101 1.0101 1.0101 1.0101
S2 1.0101 1.0101 1.0101
S3 1.0101 1.0101 1.0101
S4 1.0101 1.0101 1.0101
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 1.0173 1.0057 0.0116 1.1% 0.0012 0.1% 38% False False 1
10 1.0206 1.0057 0.0149 1.5% 0.0017 0.2% 30% False False 1
20 1.0268 1.0057 0.0211 2.1% 0.0012 0.1% 21% False False 1
40 1.0406 1.0057 0.0349 3.5% 0.0006 0.1% 13% False False 1
60 1.0406 1.0057 0.0349 3.5% 0.0004 0.0% 13% False False 1
80 1.0406 1.0057 0.0349 3.5% 0.0003 0.0% 13% 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 1.0101
2.618 1.0101
1.618 1.0101
1.000 1.0101
0.618 1.0101
HIGH 1.0101
0.618 1.0101
0.500 1.0101
0.382 1.0101
LOW 1.0101
0.618 1.0101
1.000 1.0101
1.618 1.0101
2.618 1.0101
4.250 1.0101
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 1.0101 1.0113
PP 1.0101 1.0109
S1 1.0101 1.0105

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

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