CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 0.9723 0.9636 -0.0087 -0.9% 0.9736
High 0.9727 0.9682 -0.0045 -0.5% 0.9824
Low 0.9619 0.9583 -0.0036 -0.4% 0.9578
Close 0.9627 0.9626 -0.0001 0.0% 0.9627
Range 0.0108 0.0099 -0.0009 -8.3% 0.0246
ATR 0.0108 0.0107 -0.0001 -0.6% 0.0000
Volume 140,184 158,323 18,139 12.9% 821,184
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 0.9927 0.9876 0.9680
R3 0.9828 0.9777 0.9653
R2 0.9729 0.9729 0.9644
R1 0.9678 0.9678 0.9635 0.9654
PP 0.9630 0.9630 0.9630 0.9619
S1 0.9579 0.9579 0.9617 0.9555
S2 0.9531 0.9531 0.9608
S3 0.9432 0.9480 0.9599
S4 0.9333 0.9381 0.9572
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% 0.0130 1.3% 20% False False 171,732
10 0.9980 0.9578 0.0402 4.2% 0.0117 1.2% 12% False False 155,633
20 1.0350 0.9578 0.0772 8.0% 0.0110 1.1% 6% False False 135,903
40 1.0531 0.9578 0.0953 9.9% 0.0098 1.0% 5% False False 122,889
60 1.0531 0.9578 0.0953 9.9% 0.0088 0.9% 5% False False 100,523
80 1.0531 0.9578 0.0953 9.9% 0.0083 0.9% 5% False False 75,492
100 1.0531 0.9578 0.0953 9.9% 0.0075 0.8% 5% False False 60,405
120 1.0531 0.9578 0.0953 9.9% 0.0065 0.7% 5% False False 50,343
Crabel Price Patterns
NR True
NR4 True
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 0.0033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0103
2.618 0.9941
1.618 0.9842
1.000 0.9781
0.618 0.9743
HIGH 0.9682
0.618 0.9644
0.500 0.9633
0.382 0.9621
LOW 0.9583
0.618 0.9522
1.000 0.9484
1.618 0.9423
2.618 0.9324
4.250 0.9162
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 0.9633 0.9671
PP 0.9630 0.9656
S1 0.9628 0.9641

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

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