CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 1.0054 1.0050 -0.0004 0.0% 1.0118
High 1.0077 1.0051 -0.0026 -0.3% 1.0136
Low 1.0040 1.0050 0.0010 0.1% 1.0040
Close 1.0077 1.0051 -0.0026 -0.3% 1.0051
Range 0.0037 0.0001 -0.0036 -97.3% 0.0096
ATR 0.0047 0.0045 -0.0001 -3.0% 0.0000
Volume 1 7 6 600.0% 12
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0054 1.0053 1.0052
R3 1.0053 1.0052 1.0051
R2 1.0052 1.0052 1.0051
R1 1.0051 1.0051 1.0051 1.0052
PP 1.0051 1.0051 1.0051 1.0051
S1 1.0050 1.0050 1.0051 1.0051
S2 1.0050 1.0050 1.0051
S3 1.0049 1.0049 1.0051
S4 1.0048 1.0048 1.0050
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0364 1.0303 1.0104
R3 1.0268 1.0207 1.0077
R2 1.0172 1.0172 1.0069
R1 1.0111 1.0111 1.0060 1.0094
PP 1.0076 1.0076 1.0076 1.0067
S1 1.0015 1.0015 1.0042 0.9998
S2 0.9980 0.9980 1.0033
S3 0.9884 0.9919 1.0025
S4 0.9788 0.9823 0.9998
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0136 1.0040 0.0096 1.0% 0.0011 0.1% 11% False False 2
10 1.0206 1.0040 0.0166 1.7% 0.0016 0.2% 7% False False 2
20 1.0268 1.0040 0.0228 2.3% 0.0014 0.1% 5% False False 2
40 1.0406 1.0040 0.0366 3.6% 0.0007 0.1% 3% False False 1
60 1.0406 1.0040 0.0366 3.6% 0.0005 0.0% 3% False False 1
80 1.0406 1.0040 0.0366 3.6% 0.0004 0.0% 3% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0055
2.618 1.0054
1.618 1.0053
1.000 1.0052
0.618 1.0052
HIGH 1.0051
0.618 1.0051
0.500 1.0051
0.382 1.0050
LOW 1.0050
0.618 1.0049
1.000 1.0049
1.618 1.0048
2.618 1.0047
4.250 1.0046
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 1.0051 1.0071
PP 1.0051 1.0064
S1 1.0051 1.0058

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

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