CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 1.0160 1.0180 0.0020 0.2% 1.0056
High 1.0160 1.0180 0.0020 0.2% 1.0187
Low 1.0160 1.0180 0.0020 0.2% 1.0056
Close 1.0160 1.0180 0.0020 0.2% 1.0147
Range
ATR 0.0043 0.0042 -0.0002 -3.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0180 1.0180 1.0180
R3 1.0180 1.0180 1.0180
R2 1.0180 1.0180 1.0180
R1 1.0180 1.0180 1.0180 1.0180
PP 1.0180 1.0180 1.0180 1.0180
S1 1.0180 1.0180 1.0180 1.0180
S2 1.0180 1.0180 1.0180
S3 1.0180 1.0180 1.0180
S4 1.0180 1.0180 1.0180
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0523 1.0466 1.0219
R3 1.0392 1.0335 1.0183
R2 1.0261 1.0261 1.0171
R1 1.0204 1.0204 1.0159 1.0233
PP 1.0130 1.0130 1.0130 1.0144
S1 1.0073 1.0073 1.0135 1.0102
S2 0.9999 0.9999 1.0123
S3 0.9868 0.9942 1.0111
S4 0.9737 0.9811 1.0075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0180 1.0080 0.0100 1.0% 0.0000 0.0% 100% True False 1
10 1.0187 1.0041 0.0146 1.4% 0.0000 0.0% 95% False False 1
20 1.0187 0.9973 0.0214 2.1% 0.0003 0.0% 97% False False 1
40 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 62% False False 2
60 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 62% 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 1.0180
2.618 1.0180
1.618 1.0180
1.000 1.0180
0.618 1.0180
HIGH 1.0180
0.618 1.0180
0.500 1.0180
0.382 1.0180
LOW 1.0180
0.618 1.0180
1.000 1.0180
1.618 1.0180
2.618 1.0180
4.250 1.0180
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 1.0180 1.0163
PP 1.0180 1.0147
S1 1.0180 1.0130

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

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