CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 1.0101 1.0054 -0.0047 -0.5% 1.0143
High 1.0101 1.0077 -0.0024 -0.2% 1.0206
Low 1.0101 1.0040 -0.0061 -0.6% 1.0057
Close 1.0101 1.0077 -0.0024 -0.2% 1.0173
Range 0.0000 0.0037 0.0037 0.0149
ATR 0.0045 0.0047 0.0001 2.5% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0176 1.0163 1.0097
R3 1.0139 1.0126 1.0087
R2 1.0102 1.0102 1.0084
R1 1.0089 1.0089 1.0080 1.0096
PP 1.0065 1.0065 1.0065 1.0068
S1 1.0052 1.0052 1.0074 1.0059
S2 1.0028 1.0028 1.0070
S3 0.9991 1.0015 1.0067
S4 0.9954 0.9978 1.0057
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 1.0040 0.0133 1.3% 0.0011 0.1% 28% False True 1
10 1.0206 1.0040 0.0166 1.6% 0.0019 0.2% 22% False True 1
20 1.0268 1.0040 0.0228 2.3% 0.0014 0.1% 16% False True 1
40 1.0406 1.0040 0.0366 3.6% 0.0007 0.1% 10% False True 1
60 1.0406 1.0040 0.0366 3.6% 0.0005 0.0% 10% False True 1
80 1.0406 1.0040 0.0366 3.6% 0.0004 0.0% 10% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0234
2.618 1.0174
1.618 1.0137
1.000 1.0114
0.618 1.0100
HIGH 1.0077
0.618 1.0063
0.500 1.0059
0.382 1.0054
LOW 1.0040
0.618 1.0017
1.000 1.0003
1.618 0.9980
2.618 0.9943
4.250 0.9883
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 1.0071 1.0075
PP 1.0065 1.0073
S1 1.0059 1.0071

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

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