CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 1.0032 1.0038 0.0006 0.1% 1.0071
High 1.0032 1.0066 0.0034 0.3% 1.0071
Low 1.0032 1.0038 0.0006 0.1% 0.9987
Close 1.0032 1.0066 0.0034 0.3% 0.9987
Range 0.0000 0.0028 0.0028 0.0084
ATR 0.0033 0.0033 0.0000 0.2% 0.0000
Volume 3 3 0 0.0% 49
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0141 1.0131 1.0081
R3 1.0113 1.0103 1.0074
R2 1.0085 1.0085 1.0071
R1 1.0075 1.0075 1.0069 1.0080
PP 1.0057 1.0057 1.0057 1.0059
S1 1.0047 1.0047 1.0063 1.0052
S2 1.0029 1.0029 1.0061
S3 1.0001 1.0019 1.0058
S4 0.9973 0.9991 1.0051
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0267 1.0211 1.0033
R3 1.0183 1.0127 1.0010
R2 1.0099 1.0099 1.0002
R1 1.0043 1.0043 0.9995 1.0029
PP 1.0015 1.0015 1.0015 1.0008
S1 0.9959 0.9959 0.9979 0.9945
S2 0.9931 0.9931 0.9972
S3 0.9847 0.9875 0.9964
S4 0.9763 0.9791 0.9941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0066 0.9987 0.0079 0.8% 0.0006 0.1% 100% True False 3
10 1.0105 0.9987 0.0118 1.2% 0.0003 0.0% 67% False False 8
20 1.0140 0.9987 0.0153 1.5% 0.0001 0.0% 52% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 28 trading days
Fibonacci Retracements and Extensions
4.250 1.0185
2.618 1.0139
1.618 1.0111
1.000 1.0094
0.618 1.0083
HIGH 1.0066
0.618 1.0055
0.500 1.0052
0.382 1.0049
LOW 1.0038
0.618 1.0021
1.000 1.0010
1.618 0.9993
2.618 0.9965
4.250 0.9919
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 1.0061 1.0060
PP 1.0057 1.0055
S1 1.0052 1.0049

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

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