CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 1.0211 1.0162 -0.0049 -0.5% 1.0184
High 1.0211 1.0162 -0.0049 -0.5% 1.0254
Low 1.0211 1.0162 -0.0049 -0.5% 1.0184
Close 1.0211 1.0162 -0.0049 -0.5% 1.0217
Range
ATR 0.0034 0.0035 0.0001 3.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0162 1.0162 1.0162
R3 1.0162 1.0162 1.0162
R2 1.0162 1.0162 1.0162
R1 1.0162 1.0162 1.0162 1.0162
PP 1.0162 1.0162 1.0162 1.0162
S1 1.0162 1.0162 1.0162 1.0162
S2 1.0162 1.0162 1.0162
S3 1.0162 1.0162 1.0162
S4 1.0162 1.0162 1.0162
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0428 1.0393 1.0256
R3 1.0358 1.0323 1.0236
R2 1.0288 1.0288 1.0230
R1 1.0253 1.0253 1.0223 1.0271
PP 1.0218 1.0218 1.0218 1.0227
S1 1.0183 1.0183 1.0211 1.0201
S2 1.0148 1.0148 1.0204
S3 1.0078 1.0113 1.0198
S4 1.0008 1.0043 1.0179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0265 1.0162 0.0103 1.0% 0.0000 0.0% 0% False True 1
10 1.0265 1.0162 0.0103 1.0% 0.0005 0.0% 0% False True 1
20 1.0265 1.0080 0.0185 1.8% 0.0004 0.0% 44% False False 1
40 1.0265 0.9973 0.0292 2.9% 0.0004 0.0% 65% False False 1
60 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 57% 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 1.0162
2.618 1.0162
1.618 1.0162
1.000 1.0162
0.618 1.0162
HIGH 1.0162
0.618 1.0162
0.500 1.0162
0.382 1.0162
LOW 1.0162
0.618 1.0162
1.000 1.0162
1.618 1.0162
2.618 1.0162
4.250 1.0162
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 1.0162 1.0214
PP 1.0162 1.0196
S1 1.0162 1.0179

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

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