CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 1.0297 1.0292 -0.0005 0.0% 1.0240
High 1.0297 1.0292 -0.0005 0.0% 1.0297
Low 1.0297 1.0292 -0.0005 0.0% 1.0175
Close 1.0297 1.0292 -0.0005 0.0% 1.0297
Range
ATR 0.0040 0.0037 -0.0002 -6.2% 0.0000
Volume 4 4 0 0.0% 7
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0292 1.0292 1.0292
R3 1.0292 1.0292 1.0292
R2 1.0292 1.0292 1.0292
R1 1.0292 1.0292 1.0292 1.0292
PP 1.0292 1.0292 1.0292 1.0292
S1 1.0292 1.0292 1.0292 1.0292
S2 1.0292 1.0292 1.0292
S3 1.0292 1.0292 1.0292
S4 1.0292 1.0292 1.0292
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0622 1.0582 1.0364
R3 1.0500 1.0460 1.0331
R2 1.0378 1.0378 1.0319
R1 1.0338 1.0338 1.0308 1.0358
PP 1.0256 1.0256 1.0256 1.0267
S1 1.0216 1.0216 1.0286 1.0236
S2 1.0134 1.0134 1.0275
S3 1.0012 1.0094 1.0263
S4 0.9890 0.9972 1.0230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0297 1.0175 0.0122 1.2% 0.0004 0.0% 96% False False 2
10 1.0297 1.0162 0.0135 1.3% 0.0002 0.0% 96% False False 1
20 1.0297 1.0157 0.0140 1.4% 0.0005 0.0% 96% False False 1
40 1.0297 0.9973 0.0324 3.1% 0.0004 0.0% 98% False False 1
60 1.0318 0.9959 0.0359 3.5% 0.0005 0.0% 93% False False 2
80 1.0318 0.9959 0.0359 3.5% 0.0004 0.0% 93% 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 0.0001
Fibonacci Retracements and Extensions
4.250 1.0292
2.618 1.0292
1.618 1.0292
1.000 1.0292
0.618 1.0292
HIGH 1.0292
0.618 1.0292
0.500 1.0292
0.382 1.0292
LOW 1.0292
0.618 1.0292
1.000 1.0292
1.618 1.0292
2.618 1.0292
4.250 1.0292
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 1.0292 1.0273
PP 1.0292 1.0255
S1 1.0292 1.0236

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

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