CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 0.9673 0.9723 0.0050 0.5% 0.9736
High 0.9763 0.9727 -0.0036 -0.4% 0.9824
Low 0.9578 0.9619 0.0041 0.4% 0.9578
Close 0.9721 0.9627 -0.0094 -1.0% 0.9627
Range 0.0185 0.0108 -0.0077 -41.6% 0.0246
ATR 0.0108 0.0108 0.0000 0.0% 0.0000
Volume 206,807 140,184 -66,623 -32.2% 821,184
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 0.9982 0.9912 0.9686
R3 0.9874 0.9804 0.9657
R2 0.9766 0.9766 0.9647
R1 0.9696 0.9696 0.9637 0.9677
PP 0.9658 0.9658 0.9658 0.9648
S1 0.9588 0.9588 0.9617 0.9569
S2 0.9550 0.9550 0.9607
S3 0.9442 0.9480 0.9597
S4 0.9334 0.9372 0.9568
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0414 1.0267 0.9762
R3 1.0168 1.0021 0.9695
R2 0.9922 0.9922 0.9672
R1 0.9775 0.9775 0.9650 0.9726
PP 0.9676 0.9676 0.9676 0.9652
S1 0.9529 0.9529 0.9604 0.9480
S2 0.9430 0.9430 0.9582
S3 0.9184 0.9283 0.9559
S4 0.8938 0.9037 0.9492
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9824 0.9578 0.0246 2.6% 0.0128 1.3% 20% False False 164,236
10 0.9987 0.9578 0.0409 4.2% 0.0114 1.2% 12% False False 151,107
20 1.0350 0.9578 0.0772 8.0% 0.0109 1.1% 6% False False 131,609
40 1.0531 0.9578 0.0953 9.9% 0.0097 1.0% 5% False False 119,868
60 1.0531 0.9578 0.0953 9.9% 0.0087 0.9% 5% False False 97,908
80 1.0531 0.9578 0.0953 9.9% 0.0083 0.9% 5% False False 73,515
100 1.0531 0.9578 0.0953 9.9% 0.0075 0.8% 5% False False 58,823
120 1.0531 0.9578 0.0953 9.9% 0.0065 0.7% 5% False False 49,023
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0186
2.618 1.0010
1.618 0.9902
1.000 0.9835
0.618 0.9794
HIGH 0.9727
0.618 0.9686
0.500 0.9673
0.382 0.9660
LOW 0.9619
0.618 0.9552
1.000 0.9511
1.618 0.9444
2.618 0.9336
4.250 0.9160
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 0.9673 0.9694
PP 0.9658 0.9671
S1 0.9642 0.9649

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

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