CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 08-May-2013
Day Change Summary
Previous Current
07-May-2013 08-May-2013 Change Change % Previous Week
Open 1.0090 1.0033 -0.0057 -0.6% 1.0190
High 1.0090 1.0033 -0.0057 -0.6% 1.0197
Low 1.0028 1.0021 -0.0007 -0.1% 1.0097
Close 1.0036 1.0027 -0.0009 -0.1% 1.0156
Range 0.0062 0.0012 -0.0050 -80.6% 0.0100
ATR 0.0050 0.0047 -0.0002 -5.0% 0.0000
Volume 10 56 46 460.0% 11
Daily Pivots for day following 08-May-2013
Classic Woodie Camarilla DeMark
R4 1.0063 1.0057 1.0034
R3 1.0051 1.0045 1.0030
R2 1.0039 1.0039 1.0029
R1 1.0033 1.0033 1.0028 1.0030
PP 1.0027 1.0027 1.0027 1.0026
S1 1.0021 1.0021 1.0026 1.0018
S2 1.0015 1.0015 1.0025
S3 1.0003 1.0009 1.0024
S4 0.9991 0.9997 1.0020
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 1.0021 0.0171 1.7% 0.0024 0.2% 4% False True 15
10 1.0197 1.0021 0.0176 1.8% 0.0022 0.2% 3% False True 8
20 1.0359 1.0021 0.0338 3.4% 0.0016 0.2% 2% False True 4
40 1.0359 1.0021 0.0338 3.4% 0.0009 0.1% 2% False True 2
60 1.0359 0.9987 0.0372 3.7% 0.0007 0.1% 11% False False 4
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0084
2.618 1.0064
1.618 1.0052
1.000 1.0045
0.618 1.0040
HIGH 1.0033
0.618 1.0028
0.500 1.0027
0.382 1.0026
LOW 1.0021
0.618 1.0014
1.000 1.0009
1.618 1.0002
2.618 0.9990
4.250 0.9970
Fisher Pivots for day following 08-May-2013
Pivot 1 day 3 day
R1 1.0027 1.0056
PP 1.0027 1.0046
S1 1.0027 1.0037

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

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