CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 1.0250 1.0253 0.0003 0.0% 1.0076
High 1.0263 1.0255 -0.0008 -0.1% 1.0263
Low 1.0250 1.0253 0.0003 0.0% 1.0076
Close 1.0263 1.0255 -0.0008 -0.1% 1.0263
Range 0.0013 0.0002 -0.0011 -84.6% 0.0187
ATR 0.0044 0.0042 -0.0002 -5.5% 0.0000
Volume 7 1 -6 -85.7% 13
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0260 1.0260 1.0256
R3 1.0258 1.0258 1.0256
R2 1.0256 1.0256 1.0255
R1 1.0256 1.0256 1.0255 1.0256
PP 1.0254 1.0254 1.0254 1.0255
S1 1.0254 1.0254 1.0255 1.0254
S2 1.0252 1.0252 1.0255
S3 1.0250 1.0252 1.0254
S4 1.0248 1.0250 1.0254
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0762 1.0699 1.0366
R3 1.0575 1.0512 1.0314
R2 1.0388 1.0388 1.0297
R1 1.0325 1.0325 1.0280 1.0357
PP 1.0201 1.0201 1.0201 1.0216
S1 1.0138 1.0138 1.0246 1.0170
S2 1.0014 1.0014 1.0229
S3 0.9827 0.9951 1.0212
S4 0.9640 0.9764 1.0160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0263 1.0150 0.0113 1.1% 0.0018 0.2% 93% False False 2
10 1.0263 1.0068 0.0195 1.9% 0.0030 0.3% 96% False False 5
20 1.0263 1.0040 0.0223 2.2% 0.0023 0.2% 96% False False 3
40 1.0390 1.0040 0.0350 3.4% 0.0015 0.1% 61% False False 2
60 1.0406 1.0040 0.0366 3.6% 0.0010 0.1% 59% False False 2
80 1.0406 1.0040 0.0366 3.6% 0.0007 0.1% 59% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0264
2.618 1.0260
1.618 1.0258
1.000 1.0257
0.618 1.0256
HIGH 1.0255
0.618 1.0254
0.500 1.0254
0.382 1.0254
LOW 1.0253
0.618 1.0252
1.000 1.0251
1.618 1.0250
2.618 1.0248
4.250 1.0245
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 1.0255 1.0245
PP 1.0254 1.0234
S1 1.0254 1.0224

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

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