CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 1.0141 1.0225 0.0084 0.8% 0.9987
High 1.0146 1.0225 0.0079 0.8% 1.0022
Low 1.0141 1.0225 0.0084 0.8% 0.9934
Close 1.0146 1.0225 0.0079 0.8% 1.0022
Range 0.0005 0.0000 -0.0005 -100.0% 0.0088
ATR 0.0052 0.0054 0.0002 3.7% 0.0000
Volume 2 1 -1 -50.0% 10
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0225 1.0225 1.0225
R3 1.0225 1.0225 1.0225
R2 1.0225 1.0225 1.0225
R1 1.0225 1.0225 1.0225 1.0225
PP 1.0225 1.0225 1.0225 1.0225
S1 1.0225 1.0225 1.0225 1.0225
S2 1.0225 1.0225 1.0225
S3 1.0225 1.0225 1.0225
S4 1.0225 1.0225 1.0225
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0257 1.0227 1.0070
R3 1.0169 1.0139 1.0046
R2 1.0081 1.0081 1.0038
R1 1.0051 1.0051 1.0030 1.0066
PP 0.9993 0.9993 0.9993 1.0000
S1 0.9963 0.9963 1.0014 0.9978
S2 0.9905 0.9905 1.0006
S3 0.9817 0.9875 0.9998
S4 0.9729 0.9787 0.9974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0225 1.0022 0.0203 2.0% 0.0001 0.0% 100% True False 1
10 1.0225 0.9934 0.0291 2.8% 0.0001 0.0% 100% True False 1
20 1.0225 0.9780 0.0445 4.4% 0.0000 0.0% 100% True False 1
40 1.0225 0.9492 0.0733 7.2% 0.0000 0.0% 100% True False 1
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0225
2.618 1.0225
1.618 1.0225
1.000 1.0225
0.618 1.0225
HIGH 1.0225
0.618 1.0225
0.500 1.0225
0.382 1.0225
LOW 1.0225
0.618 1.0225
1.000 1.0225
1.618 1.0225
2.618 1.0225
4.250 1.0225
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 1.0225 1.0206
PP 1.0225 1.0186
S1 1.0225 1.0167

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

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