CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 07-May-2013
Day Change Summary
Previous Current
06-May-2013 07-May-2013 Change Change % Previous Week
Open 1.0090 1.0090 0.0000 0.0% 1.0190
High 1.0090 1.0090 0.0000 0.0% 1.0197
Low 1.0088 1.0028 -0.0060 -0.6% 1.0097
Close 1.0088 1.0036 -0.0052 -0.5% 1.0156
Range 0.0002 0.0062 0.0060 3,000.0% 0.0100
ATR 0.0049 0.0050 0.0001 1.9% 0.0000
Volume 4 10 6 150.0% 11
Daily Pivots for day following 07-May-2013
Classic Woodie Camarilla DeMark
R4 1.0237 1.0199 1.0070
R3 1.0175 1.0137 1.0053
R2 1.0113 1.0113 1.0047
R1 1.0075 1.0075 1.0042 1.0063
PP 1.0051 1.0051 1.0051 1.0046
S1 1.0013 1.0013 1.0030 1.0001
S2 0.9989 0.9989 1.0025
S3 0.9927 0.9951 1.0019
S4 0.9865 0.9889 1.0002
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.0450 1.0403 1.0211
R3 1.0350 1.0303 1.0184
R2 1.0250 1.0250 1.0174
R1 1.0203 1.0203 1.0165 1.0177
PP 1.0150 1.0150 1.0150 1.0137
S1 1.0103 1.0103 1.0147 1.0077
S2 1.0050 1.0050 1.0138
S3 0.9950 1.0003 1.0129
S4 0.9850 0.9903 1.0101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0192 1.0028 0.0164 1.6% 0.0031 0.3% 5% False True 4
10 1.0197 1.0028 0.0169 1.7% 0.0021 0.2% 5% False True 3
20 1.0359 1.0028 0.0331 3.3% 0.0015 0.2% 2% False True 2
40 1.0359 1.0028 0.0331 3.3% 0.0009 0.1% 2% False True 1
60 1.0359 0.9987 0.0372 3.7% 0.0006 0.1% 13% False False 3
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 0.0001
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 1.0354
2.618 1.0252
1.618 1.0190
1.000 1.0152
0.618 1.0128
HIGH 1.0090
0.618 1.0066
0.500 1.0059
0.382 1.0052
LOW 1.0028
0.618 0.9990
1.000 0.9966
1.618 0.9928
2.618 0.9866
4.250 0.9765
Fisher Pivots for day following 07-May-2013
Pivot 1 day 3 day
R1 1.0059 1.0110
PP 1.0051 1.0085
S1 1.0044 1.0061

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

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