CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 1.0157 1.0101 -0.0056 -0.6% 1.0030
High 1.0157 1.0121 -0.0036 -0.4% 1.0157
Low 1.0106 1.0100 -0.0006 -0.1% 1.0025
Close 1.0106 1.0121 0.0015 0.1% 1.0106
Range 0.0051 0.0021 -0.0030 -58.8% 0.0132
ATR 0.0064 0.0061 -0.0003 -4.8% 0.0000
Volume 26 25 -1 -3.8% 112
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0177 1.0170 1.0133
R3 1.0156 1.0149 1.0127
R2 1.0135 1.0135 1.0125
R1 1.0128 1.0128 1.0123 1.0132
PP 1.0114 1.0114 1.0114 1.0116
S1 1.0107 1.0107 1.0119 1.0111
S2 1.0093 1.0093 1.0117
S3 1.0072 1.0086 1.0115
S4 1.0051 1.0065 1.0109
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0492 1.0431 1.0179
R3 1.0360 1.0299 1.0142
R2 1.0228 1.0228 1.0130
R1 1.0167 1.0167 1.0118 1.0198
PP 1.0096 1.0096 1.0096 1.0111
S1 1.0035 1.0035 1.0094 1.0066
S2 0.9964 0.9964 1.0082
S3 0.9832 0.9903 1.0070
S4 0.9700 0.9771 1.0033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0157 1.0060 0.0097 1.0% 0.0046 0.5% 63% False False 19
10 1.0182 1.0025 0.0157 1.6% 0.0056 0.6% 61% False False 29
20 1.0354 1.0025 0.0329 3.3% 0.0054 0.5% 29% False False 40
40 1.0470 1.0010 0.0460 4.5% 0.0035 0.3% 24% False False 26
60 1.0470 1.0010 0.0460 4.5% 0.0023 0.2% 24% False False 18
80 1.0470 0.9780 0.0690 6.8% 0.0018 0.2% 49% False False 14
100 1.0470 0.9492 0.0978 9.7% 0.0014 0.1% 64% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0210
2.618 1.0176
1.618 1.0155
1.000 1.0142
0.618 1.0134
HIGH 1.0121
0.618 1.0113
0.500 1.0111
0.382 1.0108
LOW 1.0100
0.618 1.0087
1.000 1.0079
1.618 1.0066
2.618 1.0045
4.250 1.0011
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 1.0118 1.0121
PP 1.0114 1.0121
S1 1.0111 1.0121

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

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