CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 1.0199 1.0198 -0.0001 0.0% 1.0222
High 1.0199 1.0198 -0.0001 0.0% 1.0244
Low 1.0199 1.0198 -0.0001 0.0% 1.0199
Close 1.0199 1.0198 -0.0001 0.0% 1.0199
Range
ATR 0.0028 0.0026 -0.0002 -6.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0198 1.0198 1.0198
R3 1.0198 1.0198 1.0198
R2 1.0198 1.0198 1.0198
R1 1.0198 1.0198 1.0198 1.0198
PP 1.0198 1.0198 1.0198 1.0198
S1 1.0198 1.0198 1.0198 1.0198
S2 1.0198 1.0198 1.0198
S3 1.0198 1.0198 1.0198
S4 1.0198 1.0198 1.0198
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0349 1.0319 1.0224
R3 1.0304 1.0274 1.0211
R2 1.0259 1.0259 1.0207
R1 1.0229 1.0229 1.0203 1.0222
PP 1.0214 1.0214 1.0214 1.0210
S1 1.0184 1.0184 1.0195 1.0177
S2 1.0169 1.0169 1.0191
S3 1.0124 1.0139 1.0187
S4 1.0079 1.0094 1.0174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0244 1.0198 0.0046 0.5% 0.0000 0.0% 0% False True 1
10 1.0244 1.0127 0.0117 1.1% 0.0000 0.0% 61% False False 1
20 1.0244 1.0096 0.0148 1.5% 0.0000 0.0% 69% 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0198
2.618 1.0198
1.618 1.0198
1.000 1.0198
0.618 1.0198
HIGH 1.0198
0.618 1.0198
0.500 1.0198
0.382 1.0198
LOW 1.0198
0.618 1.0198
1.000 1.0198
1.618 1.0198
2.618 1.0198
4.250 1.0198
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 1.0198 1.0202
PP 1.0198 1.0201
S1 1.0198 1.0199

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

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