CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 1.0166 1.0240 0.0074 0.7% 1.0255
High 1.0166 1.0240 0.0074 0.7% 1.0265
Low 1.0166 1.0240 0.0074 0.7% 1.0162
Close 1.0166 1.0240 0.0074 0.7% 1.0166
Range
ATR 0.0032 0.0035 0.0003 9.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0240 1.0240 1.0240
R3 1.0240 1.0240 1.0240
R2 1.0240 1.0240 1.0240
R1 1.0240 1.0240 1.0240 1.0240
PP 1.0240 1.0240 1.0240 1.0240
S1 1.0240 1.0240 1.0240 1.0240
S2 1.0240 1.0240 1.0240
S3 1.0240 1.0240 1.0240
S4 1.0240 1.0240 1.0240
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0507 1.0439 1.0223
R3 1.0404 1.0336 1.0194
R2 1.0301 1.0301 1.0185
R1 1.0233 1.0233 1.0175 1.0216
PP 1.0198 1.0198 1.0198 1.0189
S1 1.0130 1.0130 1.0157 1.0113
S2 1.0095 1.0095 1.0147
S3 0.9992 1.0027 1.0138
S4 0.9889 0.9924 1.0109
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% 76% False False 1
10 1.0265 1.0162 0.0103 1.0% 0.0002 0.0% 76% False False 1
20 1.0265 1.0080 0.0185 1.8% 0.0004 0.0% 86% False False 1
40 1.0265 0.9973 0.0292 2.9% 0.0004 0.0% 91% False False 1
60 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 78% False False 2
80 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 78% False False 1
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 1.0240
2.618 1.0240
1.618 1.0240
1.000 1.0240
0.618 1.0240
HIGH 1.0240
0.618 1.0240
0.500 1.0240
0.382 1.0240
LOW 1.0240
0.618 1.0240
1.000 1.0240
1.618 1.0240
2.618 1.0240
4.250 1.0240
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 1.0240 1.0227
PP 1.0240 1.0214
S1 1.0240 1.0201

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

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