CME Australian Dollar Future March 2013

Trading Metrics calculated at close of trading on 01-Jun-2012

Day Change Summary
	Previous	Current
	31-May-2012	01-Jun-2012	Change	Change %	Previous Week
Open	0.9542	0.9492	-0.0050	-0.5%	0.9633
High	0.9542	0.9492	-0.0050	-0.5%	0.9633
Low	0.9542	0.9492	-0.0050	-0.5%	0.9492
Close	0.9542	0.9492	-0.0050	-0.5%	0.9492
Range
ATR	0.0000	0.0048	0.0048		0.0000
Volume	2	2	0	0.0%	8

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9492	0.9492	0.9492
R3	0.9492	0.9492	0.9492
R2	0.9492	0.9492	0.9492
R1	0.9492	0.9492	0.9492	0.9492
PP	0.9492	0.9492	0.9492	0.9492
S1	0.9492	0.9492	0.9492	0.9492
S2	0.9492	0.9492	0.9492
S3	0.9492	0.9492	0.9492
S4	0.9492	0.9492	0.9492

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9962	0.9868	0.9570
R3	0.9821	0.9727	0.9531
R2	0.9680	0.9680	0.9518
R1	0.9586	0.9586	0.9505	0.9563
PP	0.9539	0.9539	0.9539	0.9527
S1	0.9445	0.9445	0.9479	0.9422
S2	0.9398	0.9398	0.9466
S3	0.9257	0.9304	0.9453
S4	0.9116	0.9163	0.9414

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9633	0.9492	0.0141	1.5%	0.0000	0.0%	0%	False	True	2
10	0.9654	0.9492	0.0162	1.7%	0.0000	0.0%	0%	False	True	2

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	0.9492
2.618	0.9492
1.618	0.9492
1.000	0.9492
0.618	0.9492
HIGH	0.9492
0.618	0.9492
0.500	0.9492
0.382	0.9492
LOW	0.9492
0.618	0.9492
1.000	0.9492
1.618	0.9492
2.618	0.9492
4.250	0.9492

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	0.9492	0.9517
PP	0.9492	0.9509
S1	0.9492	0.9500

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols