CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 0.9557 0.9406 -0.0151 -1.6% 0.9596
High 0.9605 0.9476 -0.0129 -1.3% 0.9782
Low 0.9423 0.9393 -0.0030 -0.3% 0.9423
Close 0.9494 0.9472 -0.0022 -0.2% 0.9494
Range 0.0182 0.0083 -0.0099 -54.4% 0.0359
ATR 0.0136 0.0134 -0.0003 -1.9% 0.0000
Volume 172,873 116,907 -55,966 -32.4% 856,647
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9696 0.9667 0.9518
R3 0.9613 0.9584 0.9495
R2 0.9530 0.9530 0.9487
R1 0.9501 0.9501 0.9480 0.9516
PP 0.9447 0.9447 0.9447 0.9454
S1 0.9418 0.9418 0.9464 0.9433
S2 0.9364 0.9364 0.9457
S3 0.9281 0.9335 0.9449
S4 0.9198 0.9252 0.9426
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0643 1.0428 0.9691
R3 1.0284 1.0069 0.9593
R2 0.9925 0.9925 0.9560
R1 0.9710 0.9710 0.9527 0.9638
PP 0.9566 0.9566 0.9566 0.9531
S1 0.9351 0.9351 0.9461 0.9279
S2 0.9207 0.9207 0.9428
S3 0.8848 0.8992 0.9395
S4 0.8489 0.8633 0.9297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9760 0.9393 0.0367 3.9% 0.0162 1.7% 22% False True 163,791
10 0.9782 0.9393 0.0389 4.1% 0.0153 1.6% 20% False True 155,692
20 0.9987 0.9393 0.0594 6.3% 0.0134 1.4% 13% False True 153,399
40 1.0474 0.9393 0.1081 11.4% 0.0116 1.2% 7% False True 134,990
60 1.0531 0.9393 0.1138 12.0% 0.0100 1.1% 7% False True 119,613
80 1.0531 0.9393 0.1138 12.0% 0.0093 1.0% 7% False True 92,954
100 1.0531 0.9393 0.1138 12.0% 0.0086 0.9% 7% False True 74,386
120 1.0531 0.9393 0.1138 12.0% 0.0076 0.8% 7% False True 61,996
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0040
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9829
2.618 0.9693
1.618 0.9610
1.000 0.9559
0.618 0.9527
HIGH 0.9476
0.618 0.9444
0.500 0.9435
0.382 0.9425
LOW 0.9393
0.618 0.9342
1.000 0.9310
1.618 0.9259
2.618 0.9176
4.250 0.9040
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 0.9460 0.9531
PP 0.9447 0.9511
S1 0.9435 0.9492

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

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