CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 0.9609 0.9669 0.0060 0.6% 0.9812
High 0.9679 0.9673 -0.0006 -0.1% 0.9812
Low 0.9609 0.9657 0.0048 0.5% 0.9578
Close 0.9679 0.9663 -0.0016 -0.2% 0.9599
Range 0.0070 0.0016 -0.0054 -77.1% 0.0234
ATR 0.0061 0.0058 -0.0003 -4.6% 0.0000
Volume 6 6 0 0.0% 24
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 0.9712 0.9704 0.9672
R3 0.9696 0.9688 0.9667
R2 0.9680 0.9680 0.9666
R1 0.9672 0.9672 0.9664 0.9668
PP 0.9664 0.9664 0.9664 0.9663
S1 0.9656 0.9656 0.9662 0.9652
S2 0.9648 0.9648 0.9660
S3 0.9632 0.9640 0.9659
S4 0.9616 0.9624 0.9654
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.0365 1.0216 0.9728
R3 1.0131 0.9982 0.9663
R2 0.9897 0.9897 0.9642
R1 0.9748 0.9748 0.9620 0.9706
PP 0.9663 0.9663 0.9663 0.9642
S1 0.9514 0.9514 0.9578 0.9472
S2 0.9429 0.9429 0.9556
S3 0.9195 0.9280 0.9535
S4 0.8961 0.9046 0.9470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9758 0.9578 0.0180 1.9% 0.0043 0.4% 47% False False 4
10 1.0033 0.9578 0.0455 4.7% 0.0045 0.5% 19% False False 10
20 1.0197 0.9578 0.0619 6.4% 0.0033 0.3% 14% False False 6
40 1.0359 0.9578 0.0781 8.1% 0.0020 0.2% 11% False False 3
60 1.0359 0.9578 0.0781 8.1% 0.0014 0.1% 11% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9741
2.618 0.9715
1.618 0.9699
1.000 0.9689
0.618 0.9683
HIGH 0.9673
0.618 0.9667
0.500 0.9665
0.382 0.9663
LOW 0.9657
0.618 0.9647
1.000 0.9641
1.618 0.9631
2.618 0.9615
4.250 0.9589
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 0.9665 0.9652
PP 0.9664 0.9640
S1 0.9664 0.9629

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

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