CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 1.0198 1.0254 0.0056 0.5% 1.0222
High 1.0198 1.0254 0.0056 0.5% 1.0244
Low 1.0198 1.0254 0.0056 0.5% 1.0199
Close 1.0198 1.0254 0.0056 0.5% 1.0199
Range
ATR 0.0026 0.0028 0.0002 8.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0254 1.0254 1.0254
R3 1.0254 1.0254 1.0254
R2 1.0254 1.0254 1.0254
R1 1.0254 1.0254 1.0254 1.0254
PP 1.0254 1.0254 1.0254 1.0254
S1 1.0254 1.0254 1.0254 1.0254
S2 1.0254 1.0254 1.0254
S3 1.0254 1.0254 1.0254
S4 1.0254 1.0254 1.0254
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 1.0254 1.0198 0.0056 0.5% 0.0000 0.0% 100% True False 1
10 1.0254 1.0127 0.0127 1.2% 0.0000 0.0% 100% True False 1
20 1.0254 1.0096 0.0158 1.5% 0.0000 0.0% 100% True 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 1.0254
2.618 1.0254
1.618 1.0254
1.000 1.0254
0.618 1.0254
HIGH 1.0254
0.618 1.0254
0.500 1.0254
0.382 1.0254
LOW 1.0254
0.618 1.0254
1.000 1.0254
1.618 1.0254
2.618 1.0254
4.250 1.0254
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 1.0254 1.0245
PP 1.0254 1.0235
S1 1.0254 1.0226

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

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