CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 1.0100 1.0003 -0.0097 -1.0% 1.0204
High 1.0184 1.0006 -0.0178 -1.7% 1.0207
Low 0.9961 0.9874 -0.0087 -0.9% 0.9874
Close 0.9967 0.9922 -0.0045 -0.5% 0.9922
Range 0.0223 0.0132 -0.0091 -40.8% 0.0333
ATR 0.0080 0.0084 0.0004 4.6% 0.0000
Volume 454 591 137 30.2% 3,801
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0330 1.0258 0.9995
R3 1.0198 1.0126 0.9958
R2 1.0066 1.0066 0.9946
R1 0.9994 0.9994 0.9934 0.9964
PP 0.9934 0.9934 0.9934 0.9919
S1 0.9862 0.9862 0.9910 0.9832
S2 0.9802 0.9802 0.9898
S3 0.9670 0.9730 0.9886
S4 0.9538 0.9598 0.9849
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.1000 1.0794 1.0105
R3 1.0667 1.0461 1.0014
R2 1.0334 1.0334 0.9983
R1 1.0128 1.0128 0.9953 1.0065
PP 1.0001 1.0001 1.0001 0.9969
S1 0.9795 0.9795 0.9891 0.9732
S2 0.9668 0.9668 0.9861
S3 0.9335 0.9462 0.9830
S4 0.9002 0.9129 0.9739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0207 0.9874 0.0333 3.4% 0.0113 1.1% 14% False True 760
10 1.0283 0.9874 0.0409 4.1% 0.0093 0.9% 12% False True 442
20 1.0399 0.9874 0.0525 5.3% 0.0088 0.9% 9% False True 334
40 1.0454 0.9874 0.0580 5.8% 0.0066 0.7% 8% False True 190
60 1.0454 0.9874 0.0580 5.8% 0.0052 0.5% 8% False True 128
80 1.0454 0.9874 0.0580 5.8% 0.0040 0.4% 8% False True 96
100 1.0454 0.9874 0.0580 5.8% 0.0032 0.3% 8% False True 77
120 1.0454 0.9874 0.0580 5.8% 0.0027 0.3% 8% False True 64
Crabel Price Patterns
NR True
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0567
2.618 1.0352
1.618 1.0220
1.000 1.0138
0.618 1.0088
HIGH 1.0006
0.618 0.9956
0.500 0.9940
0.382 0.9924
LOW 0.9874
0.618 0.9792
1.000 0.9742
1.618 0.9660
2.618 0.9528
4.250 0.9313
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 0.9940 1.0029
PP 0.9934 0.9993
S1 0.9928 0.9958

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

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