CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 1.0144 1.0240 0.0096 0.9% 1.0219
High 1.0144 1.0240 0.0096 0.9% 1.0265
Low 1.0144 1.0232 0.0088 0.9% 1.0207
Close 1.0144 1.0232 0.0088 0.9% 1.0229
Range 0.0000 0.0008 0.0008 0.0058
ATR 0.0041 0.0045 0.0004 9.4% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0259 1.0253 1.0236
R3 1.0251 1.0245 1.0234
R2 1.0243 1.0243 1.0233
R1 1.0237 1.0237 1.0233 1.0236
PP 1.0235 1.0235 1.0235 1.0234
S1 1.0229 1.0229 1.0231 1.0228
S2 1.0227 1.0227 1.0231
S3 1.0219 1.0221 1.0230
S4 1.0211 1.0213 1.0228
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0408 1.0376 1.0261
R3 1.0350 1.0318 1.0245
R2 1.0292 1.0292 1.0240
R1 1.0260 1.0260 1.0234 1.0276
PP 1.0234 1.0234 1.0234 1.0242
S1 1.0202 1.0202 1.0224 1.0218
S2 1.0176 1.0176 1.0218
S3 1.0118 1.0144 1.0213
S4 1.0060 1.0086 1.0197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0240 1.0144 0.0096 0.9% 0.0002 0.0% 92% True False 4
10 1.0318 1.0144 0.0174 1.7% 0.0001 0.0% 51% False False 4
20 1.0318 0.9959 0.0359 3.5% 0.0006 0.1% 76% False False 4
40 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 76% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0274
2.618 1.0261
1.618 1.0253
1.000 1.0248
0.618 1.0245
HIGH 1.0240
0.618 1.0237
0.500 1.0236
0.382 1.0235
LOW 1.0232
0.618 1.0227
1.000 1.0224
1.618 1.0219
2.618 1.0211
4.250 1.0198
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 1.0236 1.0219
PP 1.0235 1.0205
S1 1.0233 1.0192

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

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