CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 1.0110 1.0068 -0.0042 -0.4% 1.0118
High 1.0110 1.0134 0.0024 0.2% 1.0136
Low 1.0080 1.0068 -0.0012 -0.1% 1.0040
Close 1.0099 1.0134 0.0035 0.3% 1.0051
Range 0.0030 0.0066 0.0036 120.0% 0.0096
ATR 0.0042 0.0043 0.0002 4.2% 0.0000
Volume 3 21 18 600.0% 12
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0310 1.0288 1.0170
R3 1.0244 1.0222 1.0152
R2 1.0178 1.0178 1.0146
R1 1.0156 1.0156 1.0140 1.0167
PP 1.0112 1.0112 1.0112 1.0118
S1 1.0090 1.0090 1.0128 1.0101
S2 1.0046 1.0046 1.0122
S3 0.9980 1.0024 1.0116
S4 0.9914 0.9958 1.0098
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 1.0134 1.0050 0.0084 0.8% 0.0019 0.2% 100% True False 7
10 1.0173 1.0040 0.0133 1.3% 0.0015 0.1% 71% False False 4
20 1.0206 1.0040 0.0166 1.6% 0.0018 0.2% 57% False False 2
40 1.0406 1.0040 0.0366 3.6% 0.0010 0.1% 26% False False 2
60 1.0406 1.0040 0.0366 3.6% 0.0006 0.1% 26% False False 1
80 1.0406 1.0040 0.0366 3.6% 0.0005 0.0% 26% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 91 trading days
Fibonacci Retracements and Extensions
4.250 1.0415
2.618 1.0307
1.618 1.0241
1.000 1.0200
0.618 1.0175
HIGH 1.0134
0.618 1.0109
0.500 1.0101
0.382 1.0093
LOW 1.0068
0.618 1.0027
1.000 1.0002
1.618 0.9961
2.618 0.9895
4.250 0.9788
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 1.0123 1.0123
PP 1.0112 1.0112
S1 1.0101 1.0101

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

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