CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 19-Mar-2013
Day Change Summary
Previous Current
18-Mar-2013 19-Mar-2013 Change Change % Previous Week
Open 1.0253 1.0240 -0.0013 -0.1% 1.0076
High 1.0255 1.0243 -0.0012 -0.1% 1.0263
Low 1.0253 1.0215 -0.0038 -0.4% 1.0076
Close 1.0255 1.0227 -0.0028 -0.3% 1.0263
Range 0.0002 0.0028 0.0026 1,300.0% 0.0187
ATR 0.0042 0.0042 0.0000 -0.3% 0.0000
Volume 1 1 0 0.0% 13
Daily Pivots for day following 19-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0312 1.0298 1.0242
R3 1.0284 1.0270 1.0235
R2 1.0256 1.0256 1.0232
R1 1.0242 1.0242 1.0230 1.0235
PP 1.0228 1.0228 1.0228 1.0225
S1 1.0214 1.0214 1.0224 1.0207
S2 1.0200 1.0200 1.0222
S3 1.0172 1.0186 1.0219
S4 1.0144 1.0158 1.0212
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% 0.0023 0.2% 68% False False 2
10 1.0263 1.0068 0.0195 1.9% 0.0032 0.3% 82% False False 4
20 1.0263 1.0040 0.0223 2.2% 0.0021 0.2% 84% False False 3
40 1.0390 1.0040 0.0350 3.4% 0.0015 0.2% 53% False False 2
60 1.0406 1.0040 0.0366 3.6% 0.0010 0.1% 51% False False 2
80 1.0406 1.0040 0.0366 3.6% 0.0008 0.1% 51% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0362
2.618 1.0316
1.618 1.0288
1.000 1.0271
0.618 1.0260
HIGH 1.0243
0.618 1.0232
0.500 1.0229
0.382 1.0226
LOW 1.0215
0.618 1.0198
1.000 1.0187
1.618 1.0170
2.618 1.0142
4.250 1.0096
Fisher Pivots for day following 19-Mar-2013
Pivot 1 day 3 day
R1 1.0229 1.0239
PP 1.0228 1.0235
S1 1.0228 1.0231

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

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