CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 31-Jan-2013
Day Change Summary
Previous Current
30-Jan-2013 31-Jan-2013 Change Change % Previous Week
Open 1.0242 1.0268 0.0026 0.3% 1.0390
High 1.0242 1.0268 0.0026 0.3% 1.0390
Low 1.0242 1.0268 0.0026 0.3% 1.0245
Close 1.0242 1.0268 0.0026 0.3% 1.0245
Range
ATR 0.0034 0.0033 -0.0001 -1.7% 0.0000
Volume 3 3 0 0.0% 6
Daily Pivots for day following 31-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0268 1.0268 1.0268
R3 1.0268 1.0268 1.0268
R2 1.0268 1.0268 1.0268
R1 1.0268 1.0268 1.0268 1.0268
PP 1.0268 1.0268 1.0268 1.0268
S1 1.0268 1.0268 1.0268 1.0268
S2 1.0268 1.0268 1.0268
S3 1.0268 1.0268 1.0268
S4 1.0268 1.0268 1.0268
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0728 1.0632 1.0325
R3 1.0583 1.0487 1.0285
R2 1.0438 1.0438 1.0272
R1 1.0342 1.0342 1.0258 1.0318
PP 1.0293 1.0293 1.0293 1.0281
S1 1.0197 1.0197 1.0232 1.0173
S2 1.0148 1.0148 1.0218
S3 1.0003 1.0052 1.0205
S4 0.9858 0.9907 1.0165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0295 1.0242 0.0053 0.5% 0.0000 0.0% 49% False False 3
10 1.0390 1.0242 0.0148 1.4% 0.0002 0.0% 18% False False 2
20 1.0406 1.0242 0.0164 1.6% 0.0001 0.0% 16% False False 1
40 1.0406 1.0174 0.0232 2.3% 0.0000 0.0% 41% False False 1
60 1.0406 1.0096 0.0310 3.0% 0.0000 0.0% 55% 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 1.0268
2.618 1.0268
1.618 1.0268
1.000 1.0268
0.618 1.0268
HIGH 1.0268
0.618 1.0268
0.500 1.0268
0.382 1.0268
LOW 1.0268
0.618 1.0268
1.000 1.0268
1.618 1.0268
2.618 1.0268
4.250 1.0268
Fisher Pivots for day following 31-Jan-2013
Pivot 1 day 3 day
R1 1.0268 1.0269
PP 1.0268 1.0268
S1 1.0268 1.0268

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

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