CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 1.0198 1.0198 0.0000 0.0% 1.0157
High 1.0222 1.0198 -0.0024 -0.2% 1.0222
Low 1.0198 1.0166 -0.0032 -0.3% 1.0157
Close 1.0222 1.0166 -0.0056 -0.5% 1.0166
Range 0.0024 0.0032 0.0008 33.3% 0.0065
ATR 0.0035 0.0036 0.0002 4.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0273 1.0251 1.0184
R3 1.0241 1.0219 1.0175
R2 1.0209 1.0209 1.0172
R1 1.0187 1.0187 1.0169 1.0182
PP 1.0177 1.0177 1.0177 1.0174
S1 1.0155 1.0155 1.0163 1.0150
S2 1.0145 1.0145 1.0160
S3 1.0113 1.0123 1.0157
S4 1.0081 1.0091 1.0148
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0377 1.0336 1.0202
R3 1.0312 1.0271 1.0184
R2 1.0247 1.0247 1.0178
R1 1.0206 1.0206 1.0172 1.0227
PP 1.0182 1.0182 1.0182 1.0192
S1 1.0141 1.0141 1.0160 1.0162
S2 1.0117 1.0117 1.0154
S3 1.0052 1.0076 1.0148
S4 0.9987 1.0011 1.0130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0222 1.0157 0.0065 0.6% 0.0011 0.1% 14% False False 1
10 1.0222 1.0080 0.0142 1.4% 0.0006 0.1% 61% False False 1
20 1.0222 1.0021 0.0201 2.0% 0.0003 0.0% 72% False False 1
40 1.0318 0.9973 0.0345 3.4% 0.0005 0.1% 56% False False 2
60 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 58% 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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0334
2.618 1.0282
1.618 1.0250
1.000 1.0230
0.618 1.0218
HIGH 1.0198
0.618 1.0186
0.500 1.0182
0.382 1.0178
LOW 1.0166
0.618 1.0146
1.000 1.0134
1.618 1.0114
2.618 1.0082
4.250 1.0030
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 1.0182 1.0194
PP 1.0177 1.0185
S1 1.0171 1.0175

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

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