CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 1.0053 1.0100 0.0047 0.5% 1.0118
High 1.0053 1.0100 0.0047 0.5% 1.0136
Low 1.0053 1.0100 0.0047 0.5% 1.0040
Close 1.0053 1.0100 0.0047 0.5% 1.0051
Range
ATR 0.0042 0.0042 0.0000 0.8% 0.0000
Volume 3 3 0 0.0% 12
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0100 1.0100 1.0100
R3 1.0100 1.0100 1.0100
R2 1.0100 1.0100 1.0100
R1 1.0100 1.0100 1.0100 1.0100
PP 1.0100 1.0100 1.0100 1.0100
S1 1.0100 1.0100 1.0100 1.0100
S2 1.0100 1.0100 1.0100
S3 1.0100 1.0100 1.0100
S4 1.0100 1.0100 1.0100
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0364 1.0303 1.0104
R3 1.0268 1.0207 1.0077
R2 1.0172 1.0172 1.0069
R1 1.0111 1.0111 1.0060 1.0094
PP 1.0076 1.0076 1.0076 1.0067
S1 1.0015 1.0015 1.0042 0.9998
S2 0.9980 0.9980 1.0033
S3 0.9884 0.9919 1.0025
S4 0.9788 0.9823 0.9998
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0101 1.0040 0.0061 0.6% 0.0008 0.1% 98% False False 3
10 1.0173 1.0040 0.0133 1.3% 0.0010 0.1% 45% False False 2
20 1.0249 1.0040 0.0209 2.1% 0.0014 0.1% 29% False False 2
40 1.0406 1.0040 0.0366 3.6% 0.0007 0.1% 16% False False 1
60 1.0406 1.0040 0.0366 3.6% 0.0005 0.0% 16% False False 1
80 1.0406 1.0040 0.0366 3.6% 0.0004 0.0% 16% False False 1
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.0100
2.618 1.0100
1.618 1.0100
1.000 1.0100
0.618 1.0100
HIGH 1.0100
0.618 1.0100
0.500 1.0100
0.382 1.0100
LOW 1.0100
0.618 1.0100
1.000 1.0100
1.618 1.0100
2.618 1.0100
4.250 1.0100
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 1.0100 1.0092
PP 1.0100 1.0083
S1 1.0100 1.0075

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

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