CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 1.0055 1.0080 0.0025 0.2% 1.0121
High 1.0055 1.0080 0.0025 0.2% 1.0121
Low 1.0055 1.0080 0.0025 0.2% 1.0055
Close 1.0055 1.0080 0.0025 0.2% 1.0080
Range
ATR 0.0030 0.0030 0.0000 -1.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0080 1.0080 1.0080
R3 1.0080 1.0080 1.0080
R2 1.0080 1.0080 1.0080
R1 1.0080 1.0080 1.0080 1.0080
PP 1.0080 1.0080 1.0080 1.0080
S1 1.0080 1.0080 1.0080 1.0080
S2 1.0080 1.0080 1.0080
S3 1.0080 1.0080 1.0080
S4 1.0080 1.0080 1.0080
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0283 1.0248 1.0116
R3 1.0217 1.0182 1.0098
R2 1.0151 1.0151 1.0092
R1 1.0116 1.0116 1.0086 1.0101
PP 1.0085 1.0085 1.0085 1.0078
S1 1.0050 1.0050 1.0074 1.0035
S2 1.0019 1.0019 1.0068
S3 0.9953 0.9984 1.0062
S4 0.9887 0.9918 1.0044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0121 1.0055 0.0066 0.7% 0.0000 0.0% 38% False False 1
10 1.0242 1.0055 0.0187 1.9% 0.0000 0.0% 13% False False 1
20 1.0295 1.0055 0.0240 2.4% 0.0002 0.0% 10% 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 1.0080
2.618 1.0080
1.618 1.0080
1.000 1.0080
0.618 1.0080
HIGH 1.0080
0.618 1.0080
0.500 1.0080
0.382 1.0080
LOW 1.0080
0.618 1.0080
1.000 1.0080
1.618 1.0080
2.618 1.0080
4.250 1.0080
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 1.0080 1.0082
PP 1.0080 1.0081
S1 1.0080 1.0081

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

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