CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 23-May-2013
Day Change Summary
Previous Current
22-May-2013 23-May-2013 Change Change % Previous Week
Open 0.9732 0.9614 -0.0118 -1.2% 0.9900
High 0.9746 0.9701 -0.0045 -0.5% 0.9919
Low 0.9586 0.9520 -0.0066 -0.7% 0.9630
Close 0.9608 0.9660 0.0052 0.5% 0.9655
Range 0.0160 0.0181 0.0021 13.1% 0.0289
ATR 0.0093 0.0100 0.0006 6.7% 0.0000
Volume 1,453 1,810 357 24.6% 6,743
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 1.0170 1.0096 0.9760
R3 0.9989 0.9915 0.9710
R2 0.9808 0.9808 0.9693
R1 0.9734 0.9734 0.9677 0.9771
PP 0.9627 0.9627 0.9627 0.9646
S1 0.9553 0.9553 0.9643 0.9590
S2 0.9446 0.9446 0.9627
S3 0.9265 0.9372 0.9610
S4 0.9084 0.9191 0.9560
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.0602 1.0417 0.9814
R3 1.0313 1.0128 0.9734
R2 1.0024 1.0024 0.9708
R1 0.9839 0.9839 0.9681 0.9787
PP 0.9735 0.9735 0.9735 0.9709
S1 0.9550 0.9550 0.9629 0.9498
S2 0.9446 0.9446 0.9602
S3 0.9157 0.9261 0.9576
S4 0.8868 0.8972 0.9496
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9761 0.9520 0.0241 2.5% 0.0126 1.3% 58% False True 1,592
10 1.0006 0.9520 0.0486 5.0% 0.0112 1.2% 29% False True 1,346
20 1.0283 0.9520 0.0763 7.9% 0.0099 1.0% 18% False True 875
40 1.0454 0.9520 0.0934 9.7% 0.0084 0.9% 15% False True 508
60 1.0454 0.9520 0.0934 9.7% 0.0066 0.7% 15% False True 342
80 1.0454 0.9520 0.0934 9.7% 0.0052 0.5% 15% False True 257
100 1.0454 0.9520 0.0934 9.7% 0.0042 0.4% 15% False True 206
120 1.0454 0.9520 0.0934 9.7% 0.0035 0.4% 15% False True 171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0470
2.618 1.0175
1.618 0.9994
1.000 0.9882
0.618 0.9813
HIGH 0.9701
0.618 0.9632
0.500 0.9611
0.382 0.9589
LOW 0.9520
0.618 0.9408
1.000 0.9339
1.618 0.9227
2.618 0.9046
4.250 0.8751
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 0.9644 0.9654
PP 0.9627 0.9647
S1 0.9611 0.9641

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

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