CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 1.0059 1.0105 0.0046 0.5% 0.9989
High 1.0059 1.0105 0.0046 0.5% 1.0066
Low 1.0059 1.0105 0.0046 0.5% 0.9989
Close 1.0059 1.0105 0.0046 0.5% 1.0025
Range
ATR 0.0034 0.0035 0.0001 2.6% 0.0000
Volume 1 1 0 0.0% 13
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0105 1.0105 1.0105
R3 1.0105 1.0105 1.0105
R2 1.0105 1.0105 1.0105
R1 1.0105 1.0105 1.0105 1.0105
PP 1.0105 1.0105 1.0105 1.0105
S1 1.0105 1.0105 1.0105 1.0105
S2 1.0105 1.0105 1.0105
S3 1.0105 1.0105 1.0105
S4 1.0105 1.0105 1.0105
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.0258 1.0218 1.0067
R3 1.0181 1.0141 1.0046
R2 1.0104 1.0104 1.0039
R1 1.0064 1.0064 1.0032 1.0084
PP 1.0027 1.0027 1.0027 1.0037
S1 0.9987 0.9987 1.0018 1.0007
S2 0.9950 0.9950 1.0011
S3 0.9873 0.9910 1.0004
S4 0.9796 0.9833 0.9983
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0105 1.0025 0.0080 0.8% 0.0006 0.1% 100% True False 1
10 1.0105 0.9987 0.0118 1.2% 0.0003 0.0% 100% True False 2
20 1.0140 0.9987 0.0153 1.5% 0.0001 0.0% 77% False False 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 1.0105
2.618 1.0105
1.618 1.0105
1.000 1.0105
0.618 1.0105
HIGH 1.0105
0.618 1.0105
0.500 1.0105
0.382 1.0105
LOW 1.0105
0.618 1.0105
1.000 1.0105
1.618 1.0105
2.618 1.0105
4.250 1.0105
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 1.0105 1.0092
PP 1.0105 1.0078
S1 1.0105 1.0065

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

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