CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 04-Oct-2012
Day Change Summary
Previous Current
03-Oct-2012 04-Oct-2012 Change Change % Previous Week
Open 1.0004 1.0045 0.0041 0.4% 1.0211
High 1.0004 1.0045 0.0041 0.4% 1.0240
Low 1.0004 1.0045 0.0041 0.4% 1.0144
Close 1.0004 1.0045 0.0041 0.4% 1.0159
Range
ATR 0.0050 0.0049 -0.0001 -1.2% 0.0000
Volume 3 3 0 0.0% 17
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0045 1.0045 1.0045
R3 1.0045 1.0045 1.0045
R2 1.0045 1.0045 1.0045
R1 1.0045 1.0045 1.0045 1.0045
PP 1.0045 1.0045 1.0045 1.0045
S1 1.0045 1.0045 1.0045 1.0045
S2 1.0045 1.0045 1.0045
S3 1.0045 1.0045 1.0045
S4 1.0045 1.0045 1.0045
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 1.0168 1.0004 0.0164 1.6% 0.0001 0.0% 25% False False 2
10 1.0240 1.0004 0.0236 2.3% 0.0001 0.0% 17% False False 3
20 1.0318 1.0004 0.0314 3.1% 0.0005 0.0% 13% False False 3
40 1.0318 0.9959 0.0359 3.6% 0.0003 0.0% 24% False False 2
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 1.0045
2.618 1.0045
1.618 1.0045
1.000 1.0045
0.618 1.0045
HIGH 1.0045
0.618 1.0045
0.500 1.0045
0.382 1.0045
LOW 1.0045
0.618 1.0045
1.000 1.0045
1.618 1.0045
2.618 1.0045
4.250 1.0045
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 1.0045 1.0039
PP 1.0045 1.0033
S1 1.0045 1.0028

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

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