CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 13-Mar-2013
Day Change Summary
Previous Current
12-Mar-2013 13-Mar-2013 Change Change % Previous Week
Open 1.0105 1.0101 -0.0004 0.0% 0.9989
High 1.0105 1.0101 -0.0004 0.0% 1.0066
Low 1.0105 1.0096 -0.0009 -0.1% 0.9989
Close 1.0105 1.0096 -0.0009 -0.1% 1.0025
Range 0.0000 0.0005 0.0005 0.0077
ATR 0.0035 0.0033 -0.0002 -5.3% 0.0000
Volume 1 1 0 0.0% 13
Daily Pivots for day following 13-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0113 1.0109 1.0099
R3 1.0108 1.0104 1.0097
R2 1.0103 1.0103 1.0097
R1 1.0099 1.0099 1.0096 1.0099
PP 1.0098 1.0098 1.0098 1.0097
S1 1.0094 1.0094 1.0096 1.0094
S2 1.0093 1.0093 1.0095
S3 1.0088 1.0089 1.0095
S4 1.0083 1.0084 1.0093
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0258 1.0218 1.0067
R3 1.0181 1.0141 1.0046
R2 1.0104 1.0104 1.0039
R1 1.0064 1.0064 1.0032 1.0084
PP 1.0027 1.0027 1.0027 1.0037
S1 0.9987 0.9987 1.0018 1.0007
S2 0.9950 0.9950 1.0011
S3 0.9873 0.9910 1.0004
S4 0.9796 0.9833 0.9983
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0105 1.0025 0.0080 0.8% 0.0007 0.1% 89% False False 1
10 1.0105 0.9987 0.0118 1.2% 0.0003 0.0% 92% False False 2
20 1.0140 0.9987 0.0153 1.5% 0.0002 0.0% 71% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0122
2.618 1.0114
1.618 1.0109
1.000 1.0106
0.618 1.0104
HIGH 1.0101
0.618 1.0099
0.500 1.0099
0.382 1.0098
LOW 1.0096
0.618 1.0093
1.000 1.0091
1.618 1.0088
2.618 1.0083
4.250 1.0075
Fisher Pivots for day following 13-Mar-2013
Pivot 1 day 3 day
R1 1.0099 1.0091
PP 1.0098 1.0087
S1 1.0097 1.0082

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

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