CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 1.0000 0.9901 -0.0099 -1.0% 1.0090
High 1.0000 0.9947 -0.0053 -0.5% 1.0090
Low 0.9908 0.9854 -0.0054 -0.5% 0.9854
Close 0.9908 0.9864 -0.0044 -0.4% 0.9864
Range 0.0092 0.0093 0.0001 1.1% 0.0236
ATR 0.0052 0.0055 0.0003 5.5% 0.0000
Volume 2 10 8 400.0% 82
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0167 1.0109 0.9915
R3 1.0074 1.0016 0.9890
R2 0.9981 0.9981 0.9881
R1 0.9923 0.9923 0.9873 0.9906
PP 0.9888 0.9888 0.9888 0.9880
S1 0.9830 0.9830 0.9855 0.9813
S2 0.9795 0.9795 0.9847
S3 0.9702 0.9737 0.9838
S4 0.9609 0.9644 0.9813
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0644 1.0490 0.9994
R3 1.0408 1.0254 0.9929
R2 1.0172 1.0172 0.9907
R1 1.0018 1.0018 0.9886 0.9977
PP 0.9936 0.9936 0.9936 0.9916
S1 0.9782 0.9782 0.9842 0.9741
S2 0.9700 0.9700 0.9821
S3 0.9464 0.9546 0.9799
S4 0.9228 0.9310 0.9734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0090 0.9854 0.0236 2.4% 0.0052 0.5% 4% False True 16
10 1.0197 0.9854 0.0343 3.5% 0.0038 0.4% 3% False True 9
20 1.0199 0.9854 0.0345 3.5% 0.0024 0.2% 3% False True 5
40 1.0359 0.9854 0.0505 5.1% 0.0014 0.1% 2% False True 3
60 1.0359 0.9854 0.0505 5.1% 0.0010 0.1% 2% False True 4
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 0.0006
Widest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 1.0342
2.618 1.0190
1.618 1.0097
1.000 1.0040
0.618 1.0004
HIGH 0.9947
0.618 0.9911
0.500 0.9901
0.382 0.9890
LOW 0.9854
0.618 0.9797
1.000 0.9761
1.618 0.9704
2.618 0.9611
4.250 0.9459
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 0.9901 0.9944
PP 0.9888 0.9917
S1 0.9876 0.9891

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

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