CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 1.0012 0.9987 -0.0025 -0.2% 1.0071
High 1.0012 0.9987 -0.0025 -0.2% 1.0071
Low 1.0012 0.9987 -0.0025 -0.2% 0.9987
Close 1.0012 0.9987 -0.0025 -0.2% 0.9987
Range
ATR 0.0038 0.0037 -0.0001 -2.5% 0.0000
Volume 3 3 0 0.0% 49
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 0.9987 0.9987 0.9987
R3 0.9987 0.9987 0.9987
R2 0.9987 0.9987 0.9987
R1 0.9987 0.9987 0.9987 0.9987
PP 0.9987 0.9987 0.9987 0.9987
S1 0.9987 0.9987 0.9987 0.9987
S2 0.9987 0.9987 0.9987
S3 0.9987 0.9987 0.9987
S4 0.9987 0.9987 0.9987
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0267 1.0211 1.0033
R3 1.0183 1.0127 1.0010
R2 1.0099 1.0099 1.0002
R1 1.0043 1.0043 0.9995 1.0029
PP 1.0015 1.0015 1.0015 1.0008
S1 0.9959 0.9959 0.9979 0.9945
S2 0.9931 0.9931 0.9972
S3 0.9847 0.9875 0.9964
S4 0.9763 0.9791 0.9941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0071 0.9987 0.0084 0.8% 0.0000 0.0% 0% False True 9
10 1.0140 0.9987 0.0153 1.5% 0.0000 0.0% 0% False True 11
20 1.0200 0.9987 0.0213 2.1% 0.0000 0.0% 0% False True 6
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 0.9987
2.618 0.9987
1.618 0.9987
1.000 0.9987
0.618 0.9987
HIGH 0.9987
0.618 0.9987
0.500 0.9987
0.382 0.9987
LOW 0.9987
0.618 0.9987
1.000 0.9987
1.618 0.9987
2.618 0.9987
4.250 0.9987
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 0.9987 1.0013
PP 0.9987 1.0004
S1 0.9987 0.9996

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

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