CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 1.0177 1.0243 0.0066 0.6% 1.0059
High 1.0177 1.0243 0.0066 0.6% 1.0192
Low 1.0177 1.0243 0.0066 0.6% 1.0059
Close 1.0177 1.0243 0.0066 0.6% 1.0192
Range
ATR 0.0031 0.0034 0.0002 8.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0243 1.0243 1.0243
R3 1.0243 1.0243 1.0243
R2 1.0243 1.0243 1.0243
R1 1.0243 1.0243 1.0243 1.0243
PP 1.0243 1.0243 1.0243 1.0243
S1 1.0243 1.0243 1.0243 1.0243
S2 1.0243 1.0243 1.0243
S3 1.0243 1.0243 1.0243
S4 1.0243 1.0243 1.0243
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0547 1.0502 1.0265
R3 1.0414 1.0369 1.0229
R2 1.0281 1.0281 1.0216
R1 1.0236 1.0236 1.0204 1.0259
PP 1.0148 1.0148 1.0148 1.0159
S1 1.0103 1.0103 1.0180 1.0126
S2 1.0015 1.0015 1.0168
S3 0.9882 0.9970 1.0155
S4 0.9749 0.9837 1.0119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0243 1.0160 0.0083 0.8% 0.0000 0.0% 100% True False 1
10 1.0243 1.0025 0.0218 2.1% 0.0001 0.0% 100% True False 1
20 1.0243 0.9987 0.0256 2.5% 0.0002 0.0% 100% True False 4
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 1.0243
2.618 1.0243
1.618 1.0243
1.000 1.0243
0.618 1.0243
HIGH 1.0243
0.618 1.0243
0.500 1.0243
0.382 1.0243
LOW 1.0243
0.618 1.0243
1.000 1.0243
1.618 1.0243
2.618 1.0243
4.250 1.0243
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 1.0243 1.0229
PP 1.0243 1.0215
S1 1.0243 1.0202

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

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