CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 1.0155 1.0129 -0.0026 -0.3% 1.0268
High 1.0155 1.0129 -0.0026 -0.3% 1.0268
Low 1.0155 1.0129 -0.0026 -0.3% 1.0122
Close 1.0155 1.0129 -0.0026 -0.3% 1.0155
Range
ATR 0.0035 0.0035 -0.0001 -1.9% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0129 1.0129 1.0129
R3 1.0129 1.0129 1.0129
R2 1.0129 1.0129 1.0129
R1 1.0129 1.0129 1.0129 1.0129
PP 1.0129 1.0129 1.0129 1.0129
S1 1.0129 1.0129 1.0129 1.0129
S2 1.0129 1.0129 1.0129
S3 1.0129 1.0129 1.0129
S4 1.0129 1.0129 1.0129
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0620 1.0533 1.0235
R3 1.0474 1.0387 1.0195
R2 1.0328 1.0328 1.0182
R1 1.0241 1.0241 1.0168 1.0212
PP 1.0182 1.0182 1.0182 1.0167
S1 1.0095 1.0095 1.0142 1.0066
S2 1.0036 1.0036 1.0128
S3 0.9890 0.9949 1.0115
S4 0.9744 0.9803 1.0075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0249 1.0122 0.0127 1.3% 0.0001 0.0% 6% False False 1
10 1.0295 1.0122 0.0173 1.7% 0.0001 0.0% 4% False False 2
20 1.0390 1.0122 0.0268 2.6% 0.0001 0.0% 3% False False 1
40 1.0406 1.0122 0.0284 2.8% 0.0001 0.0% 2% False False 1
60 1.0406 1.0096 0.0310 3.1% 0.0000 0.0% 11% 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 1.0129
2.618 1.0129
1.618 1.0129
1.000 1.0129
0.618 1.0129
HIGH 1.0129
0.618 1.0129
0.500 1.0129
0.382 1.0129
LOW 1.0129
0.618 1.0129
1.000 1.0129
1.618 1.0129
2.618 1.0129
4.250 1.0129
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 1.0129 1.0139
PP 1.0129 1.0135
S1 1.0129 1.0132

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

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