CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 1.0054 1.0151 0.0097 1.0% 1.0010
High 1.0054 1.0151 0.0097 1.0% 1.0151
Low 1.0054 1.0151 0.0097 1.0% 0.9959
Close 1.0054 1.0151 0.0097 1.0% 1.0151
Range
ATR 0.0038 0.0042 0.0004 11.0% 0.0000
Volume 6 6 0 0.0% 19
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0151 1.0151 1.0151
R3 1.0151 1.0151 1.0151
R2 1.0151 1.0151 1.0151
R1 1.0151 1.0151 1.0151 1.0151
PP 1.0151 1.0151 1.0151 1.0151
S1 1.0151 1.0151 1.0151 1.0151
S2 1.0151 1.0151 1.0151
S3 1.0151 1.0151 1.0151
S4 1.0151 1.0151 1.0151
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0663 1.0599 1.0257
R3 1.0471 1.0407 1.0204
R2 1.0279 1.0279 1.0186
R1 1.0215 1.0215 1.0169 1.0247
PP 1.0087 1.0087 1.0087 1.0103
S1 1.0023 1.0023 1.0133 1.0055
S2 0.9895 0.9895 1.0116
S3 0.9703 0.9831 1.0098
S4 0.9511 0.9639 1.0045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0151 0.9959 0.0192 1.9% 0.0005 0.1% 100% True False 4
10 1.0151 0.9959 0.0192 1.9% 0.0003 0.0% 100% True False 2
20 1.0289 0.9959 0.0330 3.3% 0.0001 0.0% 58% 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 1.0151
2.618 1.0151
1.618 1.0151
1.000 1.0151
0.618 1.0151
HIGH 1.0151
0.618 1.0151
0.500 1.0151
0.382 1.0151
LOW 1.0151
0.618 1.0151
1.000 1.0151
1.618 1.0151
2.618 1.0151
4.250 1.0151
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 1.0151 1.0119
PP 1.0151 1.0087
S1 1.0151 1.0055

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

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