CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 26-Feb-2013
Day Change Summary
Previous Current
25-Feb-2013 26-Feb-2013 Change Change % Previous Week
Open 1.0071 1.0028 -0.0043 -0.4% 1.0140
High 1.0071 1.0028 -0.0043 -0.4% 1.0140
Low 1.0071 1.0028 -0.0043 -0.4% 1.0020
Close 1.0071 1.0028 -0.0043 -0.4% 1.0105
Range
ATR 0.0041 0.0041 0.0000 0.3% 0.0000
Volume 20 20 0 0.0% 66
Daily Pivots for day following 26-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0028 1.0028 1.0028
R3 1.0028 1.0028 1.0028
R2 1.0028 1.0028 1.0028
R1 1.0028 1.0028 1.0028 1.0028
PP 1.0028 1.0028 1.0028 1.0028
S1 1.0028 1.0028 1.0028 1.0028
S2 1.0028 1.0028 1.0028
S3 1.0028 1.0028 1.0028
S4 1.0028 1.0028 1.0028
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0448 1.0397 1.0171
R3 1.0328 1.0277 1.0138
R2 1.0208 1.0208 1.0127
R1 1.0157 1.0157 1.0116 1.0123
PP 1.0088 1.0088 1.0088 1.0071
S1 1.0037 1.0037 1.0094 1.0003
S2 0.9968 0.9968 1.0083
S3 0.9848 0.9917 1.0072
S4 0.9728 0.9797 1.0039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0105 1.0020 0.0085 0.8% 0.0000 0.0% 9% False False 21
10 1.0140 1.0020 0.0120 1.2% 0.0000 0.0% 7% False False 10
20 1.0231 1.0020 0.0211 2.1% 0.0000 0.0% 4% False False 9
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 1.0028
2.618 1.0028
1.618 1.0028
1.000 1.0028
0.618 1.0028
HIGH 1.0028
0.618 1.0028
0.500 1.0028
0.382 1.0028
LOW 1.0028
0.618 1.0028
1.000 1.0028
1.618 1.0028
2.618 1.0028
4.250 1.0028
Fisher Pivots for day following 26-Feb-2013
Pivot 1 day 3 day
R1 1.0028 1.0067
PP 1.0028 1.0054
S1 1.0028 1.0041

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

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