CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 0.8915 0.8923 0.0008 0.1% 0.9014
High 0.8949 0.9065 0.0116 1.3% 0.9059
Low 0.8883 0.8892 0.0009 0.1% 0.8881
Close 0.8892 0.9046 0.0154 1.7% 0.8892
Range 0.0066 0.0173 0.0107 162.1% 0.0178
ATR 0.0102 0.0107 0.0005 4.9% 0.0000
Volume 62,044 160,708 98,664 159.0% 407,624
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9520 0.9456 0.9141
R3 0.9347 0.9283 0.9094
R2 0.9174 0.9174 0.9078
R1 0.9110 0.9110 0.9062 0.9142
PP 0.9001 0.9001 0.9001 0.9017
S1 0.8937 0.8937 0.9030 0.8969
S2 0.8828 0.8828 0.9014
S3 0.8655 0.8764 0.8998
S4 0.8482 0.8591 0.8951
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9478 0.9363 0.8990
R3 0.9300 0.9185 0.8941
R2 0.9122 0.9122 0.8925
R1 0.9007 0.9007 0.8908 0.8976
PP 0.8944 0.8944 0.8944 0.8928
S1 0.8829 0.8829 0.8876 0.8798
S2 0.8766 0.8766 0.8859
S3 0.8588 0.8651 0.8843
S4 0.8410 0.8473 0.8794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9065 0.8881 0.0184 2.0% 0.0099 1.1% 90% True False 100,409
10 0.9117 0.8881 0.0236 2.6% 0.0099 1.1% 70% False False 99,246
20 0.9217 0.8881 0.0336 3.7% 0.0105 1.2% 49% False False 95,119
40 0.9284 0.8823 0.0461 5.1% 0.0114 1.3% 48% False False 100,304
60 0.9593 0.8823 0.0770 8.5% 0.0121 1.3% 29% False False 105,034
80 1.0006 0.8823 0.1183 13.1% 0.0124 1.4% 19% False False 80,252
100 1.0431 0.8823 0.1608 17.8% 0.0116 1.3% 14% False False 64,263
120 1.0454 0.8823 0.1631 18.0% 0.0104 1.1% 14% False False 53,560
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 True
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.9800
2.618 0.9518
1.618 0.9345
1.000 0.9238
0.618 0.9172
HIGH 0.9065
0.618 0.8999
0.500 0.8979
0.382 0.8958
LOW 0.8892
0.618 0.8785
1.000 0.8719
1.618 0.8612
2.618 0.8439
4.250 0.8157
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 0.9024 0.9022
PP 0.9001 0.8998
S1 0.8979 0.8974

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

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