CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 1.0367 1.0315 -0.0052 -0.5% 1.0374
High 1.0367 1.0315 -0.0052 -0.5% 1.0375
Low 1.0367 1.0315 -0.0052 -0.5% 1.0350
Close 1.0367 1.0315 -0.0052 -0.5% 1.0367
Range
ATR 0.0042 0.0043 0.0001 1.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0315 1.0315 1.0315
R3 1.0315 1.0315 1.0315
R2 1.0315 1.0315 1.0315
R1 1.0315 1.0315 1.0315 1.0315
PP 1.0315 1.0315 1.0315 1.0315
S1 1.0315 1.0315 1.0315 1.0315
S2 1.0315 1.0315 1.0315
S3 1.0315 1.0315 1.0315
S4 1.0315 1.0315 1.0315
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0439 1.0428 1.0381
R3 1.0414 1.0403 1.0374
R2 1.0389 1.0389 1.0372
R1 1.0378 1.0378 1.0369 1.0371
PP 1.0364 1.0364 1.0364 1.0361
S1 1.0353 1.0353 1.0365 1.0346
S2 1.0339 1.0339 1.0362
S3 1.0314 1.0328 1.0360
S4 1.0289 1.0303 1.0353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0375 1.0315 0.0060 0.6% 0.0000 0.0% 0% False True 1
10 1.0375 1.0254 0.0121 1.2% 0.0000 0.0% 50% False False 1
20 1.0375 1.0034 0.0341 3.3% 0.0000 0.0% 82% False False 1
40 1.0375 0.9780 0.0595 5.8% 0.0000 0.0% 90% False False 1
60 1.0375 0.9492 0.0883 8.6% 0.0000 0.0% 93% 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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0315
2.618 1.0315
1.618 1.0315
1.000 1.0315
0.618 1.0315
HIGH 1.0315
0.618 1.0315
0.500 1.0315
0.382 1.0315
LOW 1.0315
0.618 1.0315
1.000 1.0315
1.618 1.0315
2.618 1.0315
4.250 1.0315
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 1.0315 1.0345
PP 1.0315 1.0335
S1 1.0315 1.0325

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

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