CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 0.9323 0.9264 -0.0059 -0.6% 0.9196
High 0.9353 0.9270 -0.0083 -0.9% 0.9353
Low 0.9224 0.9224 0.0000 0.0% 0.9163
Close 0.9266 0.9250 -0.0016 -0.2% 0.9250
Range 0.0129 0.0046 -0.0083 -64.3% 0.0190
ATR 0.0104 0.0100 -0.0004 -4.0% 0.0000
Volume 88,286 21,140 -67,146 -76.1% 390,334
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9386 0.9364 0.9275
R3 0.9340 0.9318 0.9263
R2 0.9294 0.9294 0.9258
R1 0.9272 0.9272 0.9254 0.9260
PP 0.9248 0.9248 0.9248 0.9242
S1 0.9226 0.9226 0.9246 0.9214
S2 0.9202 0.9202 0.9242
S3 0.9156 0.9180 0.9237
S4 0.9110 0.9134 0.9225
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9825 0.9728 0.9355
R3 0.9635 0.9538 0.9302
R2 0.9445 0.9445 0.9285
R1 0.9348 0.9348 0.9267 0.9397
PP 0.9255 0.9255 0.9255 0.9280
S1 0.9158 0.9158 0.9233 0.9207
S2 0.9065 0.9065 0.9215
S3 0.8875 0.8968 0.9198
S4 0.8685 0.8778 0.9146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9353 0.9163 0.0190 2.1% 0.0083 0.9% 46% False False 78,066
10 0.9353 0.8883 0.0470 5.1% 0.0098 1.1% 78% False False 94,350
20 0.9353 0.8881 0.0472 5.1% 0.0098 1.1% 78% False False 94,054
40 0.9353 0.8823 0.0530 5.7% 0.0105 1.1% 81% False False 95,307
60 0.9353 0.8823 0.0530 5.7% 0.0113 1.2% 81% False False 104,346
80 0.9746 0.8823 0.0923 10.0% 0.0123 1.3% 46% False False 89,134
100 1.0283 0.8823 0.1460 15.8% 0.0116 1.3% 29% False False 71,455
120 1.0454 0.8823 0.1631 17.6% 0.0108 1.2% 26% False False 59,566
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 0.0023
Narrowest range in 114 trading days
Fibonacci Retracements and Extensions
4.250 0.9466
2.618 0.9390
1.618 0.9344
1.000 0.9316
0.618 0.9298
HIGH 0.9270
0.618 0.9252
0.500 0.9247
0.382 0.9242
LOW 0.9224
0.618 0.9196
1.000 0.9178
1.618 0.9150
2.618 0.9104
4.250 0.9029
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 0.9249 0.9289
PP 0.9248 0.9276
S1 0.9247 0.9263

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

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