CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 1.0039 1.0012 -0.0027 -0.3% 1.0140
High 1.0039 1.0012 -0.0027 -0.3% 1.0140
Low 1.0039 1.0012 -0.0027 -0.3% 1.0020
Close 1.0039 1.0012 -0.0027 -0.3% 1.0105
Range
ATR 0.0039 0.0038 -0.0001 -2.2% 0.0000
Volume 3 3 0 0.0% 66
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0012 1.0012 1.0012
R3 1.0012 1.0012 1.0012
R2 1.0012 1.0012 1.0012
R1 1.0012 1.0012 1.0012 1.0012
PP 1.0012 1.0012 1.0012 1.0012
S1 1.0012 1.0012 1.0012 1.0012
S2 1.0012 1.0012 1.0012
S3 1.0012 1.0012 1.0012
S4 1.0012 1.0012 1.0012
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0448 1.0397 1.0171
R3 1.0328 1.0277 1.0138
R2 1.0208 1.0208 1.0127
R1 1.0157 1.0157 1.0116 1.0123
PP 1.0088 1.0088 1.0088 1.0071
S1 1.0037 1.0037 1.0094 1.0003
S2 0.9968 0.9968 1.0083
S3 0.9848 0.9917 1.0072
S4 0.9728 0.9797 1.0039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0105 1.0012 0.0093 0.9% 0.0000 0.0% 0% False True 13
10 1.0140 1.0012 0.0128 1.3% 0.0000 0.0% 0% False True 11
20 1.0202 1.0012 0.0190 1.9% 0.0000 0.0% 0% False True 7
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 1.0012
2.618 1.0012
1.618 1.0012
1.000 1.0012
0.618 1.0012
HIGH 1.0012
0.618 1.0012
0.500 1.0012
0.382 1.0012
LOW 1.0012
0.618 1.0012
1.000 1.0012
1.618 1.0012
2.618 1.0012
4.250 1.0012
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 1.0012 1.0026
PP 1.0012 1.0021
S1 1.0012 1.0017

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

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