CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 1.0028 1.0039 0.0011 0.1% 1.0140
High 1.0028 1.0039 0.0011 0.1% 1.0140
Low 1.0028 1.0039 0.0011 0.1% 1.0020
Close 1.0028 1.0039 0.0011 0.1% 1.0105
Range
ATR 0.0041 0.0039 -0.0002 -5.2% 0.0000
Volume 20 3 -17 -85.0% 66
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0039 1.0039 1.0039
R3 1.0039 1.0039 1.0039
R2 1.0039 1.0039 1.0039
R1 1.0039 1.0039 1.0039 1.0039
PP 1.0039 1.0039 1.0039 1.0039
S1 1.0039 1.0039 1.0039 1.0039
S2 1.0039 1.0039 1.0039
S3 1.0039 1.0039 1.0039
S4 1.0039 1.0039 1.0039
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0448 1.0397 1.0171
R3 1.0328 1.0277 1.0138
R2 1.0208 1.0208 1.0127
R1 1.0157 1.0157 1.0116 1.0123
PP 1.0088 1.0088 1.0088 1.0071
S1 1.0037 1.0037 1.0094 1.0003
S2 0.9968 0.9968 1.0083
S3 0.9848 0.9917 1.0072
S4 0.9728 0.9797 1.0039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0105 1.0020 0.0085 0.8% 0.0000 0.0% 22% False False 21
10 1.0140 1.0020 0.0120 1.2% 0.0000 0.0% 16% False False 10
20 1.0202 1.0020 0.0182 1.8% 0.0000 0.0% 10% False False 8
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 1.0039
2.618 1.0039
1.618 1.0039
1.000 1.0039
0.618 1.0039
HIGH 1.0039
0.618 1.0039
0.500 1.0039
0.382 1.0039
LOW 1.0039
0.618 1.0039
1.000 1.0039
1.618 1.0039
2.618 1.0039
4.250 1.0039
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 1.0039 1.0050
PP 1.0039 1.0046
S1 1.0039 1.0043

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

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