CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 1.0406 1.0349 -0.0057 -0.5% 1.0306
High 1.0406 1.0349 -0.0057 -0.5% 1.0406
Low 1.0406 1.0349 -0.0057 -0.5% 1.0306
Close 1.0406 1.0349 -0.0057 -0.5% 1.0349
Range
ATR 0.0028 0.0030 0.0002 7.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0349 1.0349 1.0349
R3 1.0349 1.0349 1.0349
R2 1.0349 1.0349 1.0349
R1 1.0349 1.0349 1.0349 1.0349
PP 1.0349 1.0349 1.0349 1.0349
S1 1.0349 1.0349 1.0349 1.0349
S2 1.0349 1.0349 1.0349
S3 1.0349 1.0349 1.0349
S4 1.0349 1.0349 1.0349
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0654 1.0601 1.0404
R3 1.0554 1.0501 1.0377
R2 1.0454 1.0454 1.0367
R1 1.0401 1.0401 1.0358 1.0428
PP 1.0354 1.0354 1.0354 1.0367
S1 1.0301 1.0301 1.0340 1.0328
S2 1.0254 1.0254 1.0331
S3 1.0154 1.0201 1.0322
S4 1.0054 1.0101 1.0294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0406 1.0306 0.0100 1.0% 0.0000 0.0% 43% False False 1
10 1.0406 1.0184 0.0222 2.1% 0.0000 0.0% 74% False False 1
20 1.0406 1.0174 0.0232 2.2% 0.0000 0.0% 75% False False 1
40 1.0406 1.0096 0.0310 3.0% 0.0000 0.0% 82% 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 1.0349
2.618 1.0349
1.618 1.0349
1.000 1.0349
0.618 1.0349
HIGH 1.0349
0.618 1.0349
0.500 1.0349
0.382 1.0349
LOW 1.0349
0.618 1.0349
1.000 1.0349
1.618 1.0349
2.618 1.0349
4.250 1.0349
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 1.0349 1.0364
PP 1.0349 1.0359
S1 1.0349 1.0354

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

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