CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 13-Jun-2013
Day Change Summary
Previous Current
12-Jun-2013 13-Jun-2013 Change Change % Previous Week
Open 0.9435 0.9475 0.0040 0.4% 0.9596
High 0.9560 0.9658 0.0098 1.0% 0.9782
Low 0.9413 0.9427 0.0014 0.1% 0.9423
Close 0.9485 0.9605 0.0120 1.3% 0.9494
Range 0.0147 0.0231 0.0084 57.1% 0.0359
ATR 0.0136 0.0143 0.0007 5.0% 0.0000
Volume 184,012 134,427 -49,585 -26.9% 856,647
Daily Pivots for day following 13-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0256 1.0162 0.9732
R3 1.0025 0.9931 0.9669
R2 0.9794 0.9794 0.9647
R1 0.9700 0.9700 0.9626 0.9747
PP 0.9563 0.9563 0.9563 0.9587
S1 0.9469 0.9469 0.9584 0.9516
S2 0.9332 0.9332 0.9563
S3 0.9101 0.9238 0.9541
S4 0.8870 0.9007 0.9478
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 0.9658 0.9321 0.0337 3.5% 0.0157 1.6% 84% True False 157,890
10 0.9782 0.9321 0.0461 4.8% 0.0169 1.8% 62% False False 162,400
20 0.9891 0.9321 0.0570 5.9% 0.0146 1.5% 50% False False 159,415
40 1.0350 0.9321 0.1029 10.7% 0.0118 1.2% 28% False False 134,778
60 1.0531 0.9321 0.1210 12.6% 0.0106 1.1% 23% False False 123,860
80 1.0531 0.9321 0.1210 12.6% 0.0097 1.0% 23% False False 99,190
100 1.0531 0.9321 0.1210 12.6% 0.0090 0.9% 23% False False 79,381
120 1.0531 0.9321 0.1210 12.6% 0.0081 0.8% 23% False False 66,159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0640
2.618 1.0263
1.618 1.0032
1.000 0.9889
0.618 0.9801
HIGH 0.9658
0.618 0.9570
0.500 0.9543
0.382 0.9515
LOW 0.9427
0.618 0.9284
1.000 0.9196
1.618 0.9053
2.618 0.8822
4.250 0.8445
Fisher Pivots for day following 13-Jun-2013
Pivot 1 day 3 day
R1 0.9584 0.9567
PP 0.9563 0.9528
S1 0.9543 0.9490

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

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