CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 14-Feb-2013
Day Change Summary
Previous Current
13-Feb-2013 14-Feb-2013 Change Change % Previous Week
Open 1.0117 1.0131 0.0014 0.1% 1.0200
High 1.0117 1.0131 0.0014 0.1% 1.0200
Low 1.0117 1.0131 0.0014 0.1% 1.0058
Close 1.0117 1.0131 0.0014 0.1% 1.0091
Range
ATR 0.0000 0.0031 0.0031 0.0000
Volume
Daily Pivots for day following 14-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0131 1.0131 1.0131
R3 1.0131 1.0131 1.0131
R2 1.0131 1.0131 1.0131
R1 1.0131 1.0131 1.0131 1.0131
PP 1.0131 1.0131 1.0131 1.0131
S1 1.0131 1.0131 1.0131 1.0131
S2 1.0131 1.0131 1.0131
S3 1.0131 1.0131 1.0131
S4 1.0131 1.0131 1.0131
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0542 1.0459 1.0169
R3 1.0400 1.0317 1.0130
R2 1.0258 1.0258 1.0117
R1 1.0175 1.0175 1.0104 1.0146
PP 1.0116 1.0116 1.0116 1.0102
S1 1.0033 1.0033 1.0078 1.0004
S2 0.9974 0.9974 1.0065
S3 0.9832 0.9891 1.0052
S4 0.9690 0.9749 1.0013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0131 1.0067 0.0064 0.6% 0.0000 0.0% 100% True False 1
10 1.0200 1.0058 0.0142 1.4% 0.0000 0.0% 51% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0131
2.618 1.0131
1.618 1.0131
1.000 1.0131
0.618 1.0131
HIGH 1.0131
0.618 1.0131
0.500 1.0131
0.382 1.0131
LOW 1.0131
0.618 1.0131
1.000 1.0131
1.618 1.0131
2.618 1.0131
4.250 1.0131
Fisher Pivots for day following 14-Feb-2013
Pivot 1 day 3 day
R1 1.0131 1.0123
PP 1.0131 1.0115
S1 1.0131 1.0107

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

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