CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 1.0076 1.0174 0.0098 1.0% 1.0053
High 1.0128 1.0174 0.0046 0.5% 1.0134
Low 1.0076 1.0174 0.0098 1.0% 1.0053
Close 1.0128 1.0174 0.0046 0.5% 1.0093
Range 0.0052 0.0000 -0.0052 -100.0% 0.0081
ATR 0.0045 0.0045 0.0000 0.1% 0.0000
Volume 2 1 -1 -50.0% 39
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0174 1.0174 1.0174
R3 1.0174 1.0174 1.0174
R2 1.0174 1.0174 1.0174
R1 1.0174 1.0174 1.0174 1.0174
PP 1.0174 1.0174 1.0174 1.0174
S1 1.0174 1.0174 1.0174 1.0174
S2 1.0174 1.0174 1.0174
S3 1.0174 1.0174 1.0174
S4 1.0174 1.0174 1.0174
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0336 1.0296 1.0138
R3 1.0255 1.0215 1.0115
R2 1.0174 1.0174 1.0108
R1 1.0134 1.0134 1.0100 1.0154
PP 1.0093 1.0093 1.0093 1.0104
S1 1.0053 1.0053 1.0086 1.0073
S2 1.0012 1.0012 1.0078
S3 0.9931 0.9972 1.0071
S4 0.9850 0.9891 1.0048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0174 1.0068 0.0106 1.0% 0.0041 0.4% 100% True False 7
10 1.0174 1.0040 0.0134 1.3% 0.0025 0.2% 100% True False 5
20 1.0206 1.0040 0.0166 1.6% 0.0024 0.2% 81% False False 3
40 1.0390 1.0040 0.0350 3.4% 0.0012 0.1% 38% False False 2
60 1.0406 1.0040 0.0366 3.6% 0.0008 0.1% 37% False False 2
80 1.0406 1.0040 0.0366 3.6% 0.0006 0.1% 37% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0174
2.618 1.0174
1.618 1.0174
1.000 1.0174
0.618 1.0174
HIGH 1.0174
0.618 1.0174
0.500 1.0174
0.382 1.0174
LOW 1.0174
0.618 1.0174
1.000 1.0174
1.618 1.0174
2.618 1.0174
4.250 1.0174
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 1.0174 1.0156
PP 1.0174 1.0139
S1 1.0174 1.0121

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

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