CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 01-Feb-2013
Day Change Summary
Previous Current
31-Jan-2013 01-Feb-2013 Change Change % Previous Week
Open 1.0268 1.0245 -0.0023 -0.2% 1.0247
High 1.0268 1.0245 -0.0023 -0.2% 1.0295
Low 1.0268 1.0245 -0.0023 -0.2% 1.0242
Close 1.0268 1.0245 -0.0023 -0.2% 1.0245
Range
ATR 0.0033 0.0033 -0.0001 -2.2% 0.0000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0245 1.0245 1.0245
R3 1.0245 1.0245 1.0245
R2 1.0245 1.0245 1.0245
R1 1.0245 1.0245 1.0245 1.0245
PP 1.0245 1.0245 1.0245 1.0245
S1 1.0245 1.0245 1.0245 1.0245
S2 1.0245 1.0245 1.0245
S3 1.0245 1.0245 1.0245
S4 1.0245 1.0245 1.0245
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0420 1.0385 1.0274
R3 1.0367 1.0332 1.0260
R2 1.0314 1.0314 1.0255
R1 1.0279 1.0279 1.0250 1.0270
PP 1.0261 1.0261 1.0261 1.0256
S1 1.0226 1.0226 1.0240 1.0217
S2 1.0208 1.0208 1.0235
S3 1.0155 1.0173 1.0230
S4 1.0102 1.0120 1.0216
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% 6% False False 3
10 1.0390 1.0242 0.0148 1.4% 0.0002 0.0% 2% False False 2
20 1.0406 1.0242 0.0164 1.6% 0.0001 0.0% 2% False False 1
40 1.0406 1.0174 0.0232 2.3% 0.0000 0.0% 31% False False 1
60 1.0406 1.0096 0.0310 3.0% 0.0000 0.0% 48% 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 1.0245
2.618 1.0245
1.618 1.0245
1.000 1.0245
0.618 1.0245
HIGH 1.0245
0.618 1.0245
0.500 1.0245
0.382 1.0245
LOW 1.0245
0.618 1.0245
1.000 1.0245
1.618 1.0245
2.618 1.0245
4.250 1.0245
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 1.0245 1.0255
PP 1.0245 1.0252
S1 1.0245 1.0248

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

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