CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 1.0285 1.0246 -0.0039 -0.4% 1.0185
High 1.0285 1.0246 -0.0039 -0.4% 1.0243
Low 1.0285 1.0246 -0.0039 -0.4% 1.0160
Close 1.0285 1.0246 -0.0039 -0.4% 1.0237
Range
ATR 0.0031 0.0031 0.0001 1.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0246 1.0246 1.0246
R3 1.0246 1.0246 1.0246
R2 1.0246 1.0246 1.0246
R1 1.0246 1.0246 1.0246 1.0246
PP 1.0246 1.0246 1.0246 1.0246
S1 1.0246 1.0246 1.0246 1.0246
S2 1.0246 1.0246 1.0246
S3 1.0246 1.0246 1.0246
S4 1.0246 1.0246 1.0246
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0462 1.0433 1.0283
R3 1.0379 1.0350 1.0260
R2 1.0296 1.0296 1.0252
R1 1.0267 1.0267 1.0245 1.0282
PP 1.0213 1.0213 1.0213 1.0221
S1 1.0184 1.0184 1.0229 1.0199
S2 1.0130 1.0130 1.0222
S3 1.0047 1.0101 1.0214
S4 0.9964 1.0018 1.0191
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0285 1.0237 0.0048 0.5% 0.0000 0.0% 19% False False 1
10 1.0285 1.0160 0.0125 1.2% 0.0000 0.0% 69% False False 1
20 1.0285 0.9987 0.0298 2.9% 0.0002 0.0% 87% False False 1
40 1.0285 0.9987 0.0298 2.9% 0.0001 0.0% 87% False False 5
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 1.0246
2.618 1.0246
1.618 1.0246
1.000 1.0246
0.618 1.0246
HIGH 1.0246
0.618 1.0246
0.500 1.0246
0.382 1.0246
LOW 1.0246
0.618 1.0246
1.000 1.0246
1.618 1.0246
2.618 1.0246
4.250 1.0246
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 1.0246 1.0266
PP 1.0246 1.0259
S1 1.0246 1.0253

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

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