CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary
Previous Current
27-Sep-2012 28-Sep-2012 Change Change % Previous Week
Open 1.0240 1.0159 -0.0081 -0.8% 1.0211
High 1.0240 1.0159 -0.0081 -0.8% 1.0240
Low 1.0232 1.0159 -0.0073 -0.7% 1.0144
Close 1.0232 1.0159 -0.0073 -0.7% 1.0159
Range 0.0008 0.0000 -0.0008 -100.0% 0.0096
ATR 0.0045 0.0047 0.0002 4.4% 0.0000
Volume 4 1 -3 -75.0% 17
Daily Pivots for day following 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0159 1.0159 1.0159
R3 1.0159 1.0159 1.0159
R2 1.0159 1.0159 1.0159
R1 1.0159 1.0159 1.0159 1.0159
PP 1.0159 1.0159 1.0159 1.0159
S1 1.0159 1.0159 1.0159 1.0159
S2 1.0159 1.0159 1.0159
S3 1.0159 1.0159 1.0159
S4 1.0159 1.0159 1.0159
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0469 1.0410 1.0212
R3 1.0373 1.0314 1.0185
R2 1.0277 1.0277 1.0177
R1 1.0218 1.0218 1.0168 1.0200
PP 1.0181 1.0181 1.0181 1.0172
S1 1.0122 1.0122 1.0150 1.0104
S2 1.0085 1.0085 1.0141
S3 0.9989 1.0026 1.0133
S4 0.9893 0.9930 1.0106
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% 16% False False 3
10 1.0265 1.0144 0.0121 1.2% 0.0001 0.0% 12% False False 3
20 1.0318 0.9959 0.0359 3.5% 0.0006 0.1% 56% False False 4
40 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 56% False False 2
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0159
2.618 1.0159
1.618 1.0159
1.000 1.0159
0.618 1.0159
HIGH 1.0159
0.618 1.0159
0.500 1.0159
0.382 1.0159
LOW 1.0159
0.618 1.0159
1.000 1.0159
1.618 1.0159
2.618 1.0159
4.250 1.0159
Fisher Pivots for day following 28-Sep-2012
Pivot 1 day 3 day
R1 1.0159 1.0192
PP 1.0159 1.0181
S1 1.0159 1.0170

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

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